Morgan Stanley Value At Risk
| MAIJX Fund | | | USD 19.31 -0.60 -3.01% |
This module presents the Value At Risk indicator for Morgan Stanley Institutional using available market inputs. The underlying data comes from exchange-reported trading records.
Correlation Analysis provides context for diversified portfolio design. Diversification analysis considers the interaction of positions within a portfolio. The holding in Morgan Stanley Institutional represents an allocation. It is represented within the portfolio holdings. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in bureau of economic analysis.
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How to Invest in Morgan Stanley overview.
Morgan Stanley Institutional has current Value At Risk of
-1.77. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.77 | |
| ER[a] | = | Expected return on investing in Morgan Stanley |
| STD | = | Standard Deviation of Morgan Stanley |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Morgan Stanley Institutional is rated
below average in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
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