Morgan Stanley Government Fund Market Value
| USGCX Fund | USD 7.02 0.07 1.01% |
| 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.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Morgan Stanley on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley Government or generate 0.0% return on investment in Morgan Stanley over 720 days. Morgan Stanley is related to or competes with Fidelity Series, Vanguard Long-term, Us Treasury, Us Treasury, Fidelity Long-term, Vanguard Long-term, and Vanguard Extended. The fund normally invests at least 80 percent of its net assets in a portfolio of U.S 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 Government upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.22 |
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 | (0.06) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 0.3439 |
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 Government Backtested Returns
Morgan Stanley Government has Sharpe Ratio of -0.1, which conveys that the entity had a -0.1% return per unit of risk over the last 3 months. Morgan Stanley exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Morgan Stanley's Mean Deviation of 0.686, risk adjusted performance of (0.06), and Standard Deviation of 0.8891 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of -0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Morgan Stanley are expected to decrease at a much lower rate. During the bear market, Morgan Stanley is likely to outperform the market.
Auto-correlation | -0.66 |
Very good reverse predictability
Morgan Stanley Government has very good reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 Government price movement. The serial correlation of -0.66 indicates that around 66.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Morgan Stanley Government 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 Government.
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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