Morgan Stanley Market Risk Adjusted Performance
| CAF Fund | | | USD 17.63 -0.06 -0.34% |
The Market Risk Adjusted Performance indicator for Morgan Stanley is constructed from normalized market data. Values reflect historical observations within the available dataset. The depth of trading history affects the precision of the indicator. The
Equity Screeners module supports multi-indicator technical analysis. Morgan Stanley has a market cap of 351.64 M.
Trending Equities adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. The holding in Morgan Stanley China represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. All values are based on available data and provided as reference information. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as
signals in nation.
For information on how to trade Morgan Fund refer to our
How to Trade Morgan Fund guide.
Morgan Stanley China has current Market Risk Adjusted Performance of 0.1303.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1303 | |
| ER[a] | = | Expected return on investing in Morgan Stanley |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Morgan Stanley China ranks
third among funds in market risk adjusted performance across peer funds. It is currently under evaluation in maximum drawdown across peer funds at roughly
40.45 Maximum Drawdown per unit of Market Risk Adjusted Performance. Morgan Stanley China carries a
40.45 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators