Morgan Stanley Institutional Fund Market Value
| MSBDX Fund | USD 8.87 0.02 0.22% |
| Symbol | Morgan |
Morgan Stanley 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Morgan Stanley's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Morgan Stanley.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Morgan Stanley on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley Institutional or generate 0.0% return on investment in Morgan Stanley over 30 days. Morgan Stanley is related to or competes with Emerging Markets, Global Fixed, Global Fixed, Global Fixed, Global Core, Global Core, and Global Concentrated. Under normal circumstances,at least 80 percent of the funds assets will be invested inequity securities of companies in ... More
Morgan Stanley Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Morgan Stanley's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Morgan Stanley Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8578 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 4.05 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 0.9313 |
Morgan Stanley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morgan Stanley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morgan Stanley's standard deviation. In reality, there are many statistical measures that can use Morgan Stanley historical prices to predict the future Morgan Stanley's volatility.| Risk Adjusted Performance | 0.0025 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Morgan Stanley's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Morgan Stanley Insti Backtested Returns
At this stage we consider Morgan Mutual Fund to be very steady. Morgan Stanley Insti has Sharpe Ratio of 0.0037, which conveys that the entity had a 0.0037% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Morgan Stanley, which you can use to evaluate the volatility of the fund. Please verify Morgan Stanley's Mean Deviation of 0.5788, downside deviation of 0.8578, and Risk Adjusted Performance of 0.0025 to check out if the risk estimate we provide is consistent with the expected return of 0.0027%. The fund secures a Beta (Market Risk) of 0.0555, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Morgan Stanley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Morgan Stanley is expected to be smaller as well.
Auto-correlation | -0.65 |
Very good reverse predictability
Morgan Stanley Institutional has very good reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Morgan Stanley Insti price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Morgan Stanley Insti lagged returns against current returns
Autocorrelation, which is Morgan Stanley mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Morgan Stanley's mutual fund expected returns. We can calculate the autocorrelation of Morgan Stanley returns to help us make a trade decision. For example, suppose you find that Morgan Stanley has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Morgan Stanley regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Morgan Stanley mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morgan Stanley mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morgan Stanley mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Morgan Stanley Lagged Returns
When evaluating Morgan Stanley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morgan Stanley mutual fund have on its future price. Morgan Stanley autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Morgan Stanley autocorrelation shows the relationship between Morgan Stanley mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Morgan Stanley Institutional.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Morgan Mutual Fund
Morgan Stanley financial ratios help investors to determine whether Morgan Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Morgan with respect to the benefits of owning Morgan Stanley security.
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