MSCI (Germany) Alpha and Beta Analysis

3HM Stock  EUR 575.40  2.60  0.45%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MSCI Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in MSCI over a specified time horizon. Remember, high MSCI's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to MSCI's market risk premium analysis include:
Beta
(0.01)
Alpha
0.14
Risk
1.38
Sharpe Ratio
0.12
Expected Return
0.16
Please note that although MSCI alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, MSCI did 0.14  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of MSCI Inc stock's relative risk over its benchmark. MSCI Inc has a beta of 0.01  . As returns on the market increase, returns on owning MSCI are expected to decrease at a much lower rate. During the bear market, MSCI is likely to outperform the market. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out MSCI Backtesting, MSCI Valuation, MSCI Correlation, MSCI Hype Analysis, MSCI Volatility, MSCI History and analyze MSCI Performance.

MSCI Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MSCI market risk premium is the additional return an investor will receive from holding MSCI long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in MSCI. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate MSCI's performance over market.
α0.14   β-0.0051

MSCI expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of MSCI's Buy-and-hold return. Our buy-and-hold chart shows how MSCI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

MSCI Market Price Analysis

Market price analysis indicators help investors to evaluate how MSCI stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MSCI shares will generate the highest return on investment. By understating and applying MSCI stock market price indicators, traders can identify MSCI position entry and exit signals to maximize returns.

MSCI Return and Market Media

The median price of MSCI for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 532.12 with a coefficient of variation of 4.42. The daily time series for the period is distributed with a sample standard deviation of 23.57, arithmetic mean of 533.59, and mean deviation of 20.72. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About MSCI Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including MSCI or other stocks. Alpha measures the amount that position in MSCI Inc has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards MSCI in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, MSCI's short interest history, or implied volatility extrapolated from MSCI options trading.

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Additional Information and Resources on Investing in MSCI Stock

When determining whether MSCI Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MSCI's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Msci Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Msci Inc Stock:
Check out MSCI Backtesting, MSCI Valuation, MSCI Correlation, MSCI Hype Analysis, MSCI Volatility, MSCI History and analyze MSCI Performance.
You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
MSCI technical stock 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, stock market cycles, or different charting patterns.
A focus of MSCI technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of MSCI trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...