MORGAN STANLEY MTN Performance
| 6174468Y8 | 63.88 1.25 2.00% |
The bond secures a Beta (Market Risk) of 0.0366, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MORGAN's returns are expected to increase less than the market. However, during the bear market, the loss of holding MORGAN is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
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Compared to the overall equity markets, risk-adjusted returns on investments in MORGAN STANLEY MTN are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, MORGAN is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
MORGAN |
MORGAN Relative Risk vs. Return Landscape
If you would invest 6,636 in MORGAN STANLEY MTN on December 9, 2024 and sell it today you would earn a total of 172.00 from holding MORGAN STANLEY MTN or generate 2.59% return on investment over 90 days. MORGAN STANLEY MTN is generating 0.0503% of daily returns and assumes 1.2629% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than MORGAN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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MORGAN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MORGAN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as MORGAN STANLEY MTN, and traders can use it to determine the average amount a MORGAN's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0399
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| Cash | 6174468Y8 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.26 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average MORGAN is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MORGAN by adding it to a well-diversified portfolio.
About MORGAN Performance
By analyzing MORGAN's fundamental ratios, stakeholders can gain valuable insights into MORGAN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MORGAN has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if MORGAN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.