Morgan Stanley Etf Market Value
| PAPI Etf | 27.89 0.44 1.60% |
| Symbol | Morgan |
The market value of Morgan Stanley ETF is measured differently than its book value, which is the value of Morgan that is recorded on the company's balance sheet. Investors also form their own opinion of Morgan Stanley's value that differs from its market value or its book value, called intrinsic value, which is Morgan Stanley's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Morgan Stanley's market value can be influenced by many factors that don't directly affect Morgan Stanley's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Morgan Stanley's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Morgan Stanley should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Morgan Stanley's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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 etf 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.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Morgan Stanley on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley ETF or generate 0.0% return on investment in Morgan Stanley over 90 days. Morgan Stanley is related to or competes with 2023 EFT, Russell Equity, OneAscent International, JP Morgan, Aptus Drawdown, Northern Lights, and Morgan Stanley. 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 etf 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 ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5705 | |||
| Information Ratio | 0.1843 | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 1.43 |
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 | 0.2052 | |||
| Jensen Alpha | 0.1492 | |||
| Total Risk Alpha | 0.1285 | |||
| Sortino Ratio | 0.217 | |||
| Treynor Ratio | 0.3339 |
Morgan Stanley February 4, 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 | 0.2052 | |||
| Market Risk Adjusted Performance | 0.3439 | |||
| Mean Deviation | 0.5265 | |||
| Semi Deviation | 0.1993 | |||
| Downside Deviation | 0.5705 | |||
| Coefficient Of Variation | 356.72 | |||
| Standard Deviation | 0.6716 | |||
| Variance | 0.4511 | |||
| Information Ratio | 0.1843 | |||
| Jensen Alpha | 0.1492 | |||
| Total Risk Alpha | 0.1285 | |||
| Sortino Ratio | 0.217 | |||
| Treynor Ratio | 0.3339 | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 1.43 | |||
| Downside Variance | 0.3255 | |||
| Semi Variance | 0.0397 | |||
| Expected Short fall | (0.62) | |||
| Skewness | 0.3319 | |||
| Kurtosis | (0.02) |
Morgan Stanley ETF Backtested Returns
Morgan Stanley is very steady at the moment. Morgan Stanley ETF has Sharpe Ratio of 0.28, which conveys that the entity had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Morgan Stanley, which you can use to evaluate the volatility of the etf. Please verify Morgan Stanley's Risk Adjusted Performance of 0.2052, downside deviation of 0.5705, and Mean Deviation of 0.5265 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. The etf secures a Beta (Market Risk) of 0.53, 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 | 0.79 |
Good predictability
Morgan Stanley ETF has good predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 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 ETF price movement. The serial correlation of 0.79 indicates that around 79.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
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Check out Morgan Stanley Correlation, Morgan Stanley Volatility and Morgan Stanley Performance module to complement your research on Morgan Stanley. For more detail on how to invest in Morgan Etf please use our How to Invest in Morgan Stanley guide.You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Morgan Stanley technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.