Morgan Mutual Fund Manager Performance Evaluation

XIIFX -  USA Fund  

USD 32.87  0.26  0.80%

The fund secures a Beta (Market Risk) of 0.4943, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Morgan's beta means in this case. As returns on the market increase, Morgan Stanley returns are expected to increase less than the market. However, during the bear market, the loss on holding Morgan Stanley will be expected to be smaller as well. Although it is extremely important to respect Morgan Stanley India price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Morgan Stanley India technical indicators, you can presently evaluate if the expected return of 0.21% will be sustainable into the future.

Morgan Mutual Fund Performance 

 
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 Morgan Performance
18 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Morgan Stanley India are ranked lower than 18 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak technical and fundamental indicators, Morgan Stanley showed solid returns over the last few months and may actually be approaching a breakup point.

Morgan Stanley Relative Risk vs. Return Landscape

If you would invest  2,886  in Morgan Stanley India on July 20, 2021 and sell it today you would earn a total of  401.00  from holding Morgan Stanley India or generate 13.89% return on investment over 90 days. Morgan Stanley India is currently producing 0.207% returns and takes up 0.8429% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Morgan, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Morgan Stanley is expected to generate 1.17 times more return on investment than the market. However, the company is 1.17 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The DOW is currently generating roughly 0.05 per unit of risk.

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 mutual funds, such as Morgan Stanley India, 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 = 0.2456

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Estimated Market Risk
 0.84
  actual daily
 
 7 %
of total potential
 
77
Expected Return
 0.21
  actual daily
 
 3 %
of total potential
 
33
Risk-Adjusted Return
 0.25
  actual daily
 
 18 %
of total potential
 
1818
Based on monthly moving average Morgan Stanley is performing at about 18% 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

To evaluate Morgan Stanley India Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Morgan Stanley generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Morgan Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Morgan Stanley India stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Morgan's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.

Things to note about Morgan Stanley India

Checking the ongoing alerts about Morgan Stanley for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Morgan Stanley India help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Check out Your Current Watchlist. Note that the Morgan Stanley India information on this page should be used as a complementary analysis to other Morgan Stanley's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Complementary Tools for Morgan Mutual Fund analysis

When running Morgan Stanley India price analysis, check to measure Morgan Stanley's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Morgan Stanley is operating at the current time. Most of Morgan Stanley's value examination focuses on studying past and present price action to predict the probability of Morgan Stanley's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Morgan Stanley's price. Additionally, you may evaluate how the addition of Morgan Stanley to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Morgan Stanley's value and its price as these two are different measures arrived at by different means. Investors typically determine Morgan Stanley value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Morgan Stanley's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.