Morgan Stanley Alpha and Beta Analysis

XEDDX -- USA Fund  

USD 7.53  0.02  0.26%

This module allows you to check different measures of market premium for Morgan Stanley Emerging Markets as well as systematic risk associated with investing in Morgan Stanley over a specified time horizon. See also Morgan Stanley Backtesting, Portfolio Optimization, Morgan Stanley Correlation, Morgan Stanley Hype Analysis, Morgan Stanley Volatility, Morgan Stanley History and analyze Morgan Stanley Performance.
Horizon     30 Days    Login   to change
Run Premiums

Morgan Stanley Market Premiums

α0.06   β0.23
30 days against DJI

Morgan Stanley expected buy-and-hold returns

Morgan Stanley Market Price Analysis

Morgan Stanley Return and Market Media

The median price of Morgan Stanley for the period between Sun, Jul 21, 2019 and Sat, Oct 19, 2019 is 7.52 with a coefficient of variation of 17.88. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 7.33, and mean deviation of 0.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)