Morgan Stanley Etf Performance

EVHY Etf   53.50  0.21  0.39%   
The etf secures a Beta (Market Risk) of 0.0974, which conveys not very significant fluctuations relative to the market. 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.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Morgan Stanley ETF are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong technical indicators, Morgan Stanley is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
  

Morgan Stanley Relative Risk vs. Return Landscape

If you would invest  5,290  in Morgan Stanley ETF on August 31, 2024 and sell it today you would earn a total of  60.00  from holding Morgan Stanley ETF or generate 1.13% return on investment over 90 days. Morgan Stanley ETF is currently generating 0.0181% in daily expected returns and assumes 0.189% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than Morgan, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Expected Return   
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Given the investment horizon of 90 days Morgan Stanley is expected to generate 8.15 times less return on investment than the market. But when comparing it to its historical volatility, the company is 3.94 times less risky than the market. It trades about 0.1 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.2 of returns per unit of risk over similar time horizon.

Morgan Stanley Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Morgan Stanley's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Morgan Stanley ETF, and traders can use it to determine the average amount a Morgan Stanley'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 = 0.0957

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Estimated Market Risk

 0.19
  actual daily
1
99% of assets are more volatile

Expected Return

 0.02
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.1
  actual daily
7
93% of assets perform better
Based on monthly moving average Morgan Stanley is performing at about 7% 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 Stanley by adding it to a well-diversified portfolio.

About Morgan Stanley Performance

Evaluating Morgan Stanley's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Morgan Stanley 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 Stanley has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Morgan Stanley is entity of United States. It is traded as Etf on NYSE ARCA exchange.