Morgan Stanley Institutional Fund Market Value
| MSDFX Fund | 12.59 0.07 0.56% |
| 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.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Morgan Stanley on December 2, 2025 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 90 days. Morgan Stanley is related to or competes with Emerging Markets, Global Fixed, Global Core, Global Core, Global Concentrated, Global E, and Global E. The Adviser and the funds Sub-Adviser, Morgan Stanley Investment Management Limited, seek to invest primarily in high qu... 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 | 0.8706 | |||
| Information Ratio | 0.0915 | |||
| Maximum Drawdown | 5.46 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.3 |
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 | 0.155 | |||
| Jensen Alpha | 0.1127 | |||
| Total Risk Alpha | 0.0694 | |||
| Sortino Ratio | 0.0857 | |||
| Treynor Ratio | 0.2953 |
Morgan Stanley March 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.155 | |||
| Market Risk Adjusted Performance | 0.3053 | |||
| Mean Deviation | 0.5771 | |||
| Semi Deviation | 0.5892 | |||
| Downside Deviation | 0.8706 | |||
| Coefficient Of Variation | 495.87 | |||
| Standard Deviation | 0.8157 | |||
| Variance | 0.6654 | |||
| Information Ratio | 0.0915 | |||
| Jensen Alpha | 0.1127 | |||
| Total Risk Alpha | 0.0694 | |||
| Sortino Ratio | 0.0857 | |||
| Treynor Ratio | 0.2953 | |||
| Maximum Drawdown | 5.46 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.3 | |||
| Downside Variance | 0.758 | |||
| Semi Variance | 0.3471 | |||
| Expected Short fall | (0.62) | |||
| Skewness | 0.2205 | |||
| Kurtosis | 2.79 |
Morgan Stanley Insti Backtested Returns
At this stage we consider Morgan Mutual Fund to be very steady. Morgan Stanley Insti has Sharpe Ratio of 0.19, which conveys that the entity had a 0.19 % 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 Downside Deviation of 0.8706, risk adjusted performance of 0.155, and Mean Deviation of 0.5771 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. The fund secures a Beta (Market Risk) of 0.52, which conveys possible diversification benefits within a given portfolio. 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 | 0.03 |
Virtually no predictability
Morgan Stanley Institutional has virtually no predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 2026. 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 0.03 indicates that only 3.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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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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