Morgan Stanley Direct Stock Alpha and Beta Analysis
| MSDL Stock | 16.98 0.09 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Morgan Stanley Direct. It also helps investors analyze the systematic and unsystematic risks associated with investing in Morgan Stanley over a specified time horizon. Remember, high Morgan Stanley'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 Morgan Stanley's market risk premium analysis include:
Beta 0.69 | Alpha (0.01) | Risk 1.14 | Sharpe Ratio 0.0548 | Expected Return 0.0624 |
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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 Morgan Stanley Backtesting, Morgan Stanley Valuation, Morgan Stanley Correlation, Morgan Stanley Hype Analysis, Morgan Stanley Volatility, Morgan Stanley History and analyze Morgan Stanley Performance. Morgan Stanley Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Morgan Stanley market risk premium is the additional return an investor will receive from holding Morgan Stanley 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 Morgan Stanley. 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 Morgan Stanley's performance over market.| α | -0.01 | β | 0.69 |
Morgan Stanley 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 Morgan Stanley's Buy-and-hold return. Our buy-and-hold chart shows how Morgan Stanley performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Morgan Stanley Market Price Analysis
Market price analysis indicators help investors to evaluate how Morgan Stanley stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Morgan Stanley shares will generate the highest return on investment. By understating and applying Morgan Stanley stock market price indicators, traders can identify Morgan Stanley position entry and exit signals to maximize returns.
Morgan Stanley Return and Market Media
The median price of Morgan Stanley for the period between Thu, Oct 2, 2025 and Wed, Dec 31, 2025 is 16.92 with a coefficient of variation of 2.45. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 16.87, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Movement Within Algorithmic Entry Frameworks - news.stocktradersdaily.com | 10/23/2025 |
| Morgan Stanley dividend paid on 24th of October 2025 | 10/24/2025 |
2 | Morgan Stanley Direct Lending Fund reports Q3 results | 11/06/2025 |
3 | Msdl signals continued 0.50 per share dividend with defensive positioning as deal activity accelerates | 11/07/2025 |
4 | Acquisition by Frank Bruce D of 600 shares of Morgan Stanley at 16.405 subject to Rule 16b-3 | 11/10/2025 |
5 | What consensus target says about Morgan Stanley Direct Lending Fund stock - Day Trade Weekly Market Pulse Updates - newser.com | 11/12/2025 |
6 | Is Morgan Stanley Direct Lending Fund stock attractive for dividend growth - Earnings Overview Summary Fast Momentum Stock Entry Tips - newser.com | 11/20/2025 |
7 | Morgan Stanley Direct Lending downgraded to Sector Perform at RBC Capital - TipRanks | 11/26/2025 |
8 | How Morgan Stanley Direct Lending Fund stock benefits from digital adoption - 2025 Top Decliners AI Powered Trade Plan Recommendations - Newser | 12/04/2025 |
9 | Morgan Stanley Direct Lending Fund to Issue Quarterly Dividend of 0.50 on January 23rd | 12/29/2025 |
About Morgan Stanley 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 Morgan or other stocks. Alpha measures the amount that position in Morgan Stanley Direct 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0471 | 0.0606 | 0.0917 | 0.0963 | Price To Sales Ratio | 7.89 | 4.97 | 7.29 | 6.92 |
Morgan Stanley Investors Sentiment
The influence of Morgan Stanley's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Morgan. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Morgan Stanley's public news can be used to forecast risks associated with an investment in Morgan. The trend in average sentiment can be used to explain how an investor holding Morgan can time the market purely based on public headlines and social activities around Morgan Stanley Direct. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Morgan Stanley's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Morgan Stanley's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Morgan Stanley's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Morgan Stanley.
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 Morgan Stanley 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, Morgan Stanley's short interest history, or implied volatility extrapolated from Morgan Stanley options trading.
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Check out Morgan Stanley Backtesting, Morgan Stanley Valuation, Morgan Stanley Correlation, Morgan Stanley Hype Analysis, Morgan Stanley Volatility, Morgan Stanley History and analyze Morgan Stanley Performance. For more information on how to buy Morgan Stock please use our How to buy in Morgan Stock guide.You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Morgan Stanley 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.