MSCI Stock Market Value

MSCI
 Stock
  

USD 507.83  21.51  4.42%   

MSCI's market value is the price at which a share of MSCI stock trades on a public exchange. It measures the collective expectations of MSCI Inc investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of MSCI Inc and determine expected loss or profit from investing in MSCI over a given investment horizon. Additionally, see MSCI Correlation, MSCI Volatility and MSCI Alpha and Beta module to complement your research on MSCI.
Symbol


Is MSCI's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MSCI. If investors know MSCI will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MSCI listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.32
Market Capitalization
40.6 B
Quarterly Revenue Growth YOY
0.084
Return On Assets
0.15
The market value of MSCI Inc is measured differently than its book value, which is the value of MSCI that is recorded on the company's balance sheet. Investors also form their own opinion of MSCI's value that differs from its market value or its book value, called intrinsic value, which is MSCI's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MSCI's market value can be influenced by many factors that don't directly affect MSCI's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine MSCI value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MSCI'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.

MSCI 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to MSCI's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of MSCI.
0.00
11/01/2022
No Change 0.00  0.0 
In 30 days
12/01/2022
0.00
If you would invest  0.00  in MSCI on November 1, 2022 and sell it all today you would earn a total of 0.00 from holding MSCI Inc or generate 0.0% return on investment in MSCI over 30 days. MSCI is related to or competes with Alcoa Corp, Caterpillar, Walmart, Cisco Systems, Microsoft, Exxon, and Chevron Corp. MSCI Inc., together with its subsidiaries, provides investment decision support tools for the clients to manage their in... More

MSCI Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure MSCI's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess MSCI Inc upside and downside potential and time the market with a certain degree of confidence.

MSCI Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSCI's standard deviation. In reality, there are many statistical measures that can use MSCI historical prices to predict the future MSCI's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of MSCI's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of MSCI in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
506.20508.96511.72
Details
Intrinsic
Valuation
LowReal ValueHigh
457.05522.88525.64
Details
Naive
Forecast
LowNext ValueHigh
487.45490.21492.96
Details
6 Analysts
Consensus
LowTarget PriceHigh
463.00639.50724.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as MSCI. Your research has to be compared to or analyzed against MSCI's peers to derive any actionable benefits. When done correctly, MSCI's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in MSCI Inc.

MSCI Inc Backtested Returns

MSCI appears to be very steady, given 3 months investment horizon. MSCI Inc retains Efficiency (Sharpe Ratio) of 0.0828, which conveys that the firm had 0.0828% of return per unit of risk over the last 3 months. Our philosophy in estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for MSCI, which you can use to evaluate the future volatility of the firm. Please exercise MSCI's Semi Deviation of 2.2, market risk adjusted performance of 0.14, and Mean Deviation of 2.01 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, MSCI holds a performance score of 6. The company owns a Beta (Systematic Risk) of 1.4824, which conveys a somewhat significant risk relative to the market. Let's try to break down what MSCI's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, MSCI will likely underperform. Although it is important to respect MSCI Inc existing price patterns, it is better to be realistic regarding the information on the equity's price patterns. The philosophy in estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing MSCI Inc technical indicators, you can now evaluate if the expected return of 0.23% will be sustainable into the future. Please exercises MSCI Inc information ratio, downside variance, day median price, as well as the relationship between the treynor ratio and kurtosis to make a quick decision on whether MSCI Inc current price history will revert.

Auto-correlation

    
  -0.02  

Very weak reverse predictability

MSCI Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between MSCI time series from 1st of November 2022 to 16th of November 2022 and 16th of November 2022 to 1st of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MSCI Inc price movement. The serial correlation of -0.02 indicates that only 2.0% of current MSCI price fluctuation can be explain by its past prices.
Correlation Coefficient-0.02
Spearman Rank Test0.76
Residual Average0.0
Price Variance75.28

MSCI Inc lagged returns against current returns

Autocorrelation, which is MSCI stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting MSCI's stock expected returns. We can calculate the autocorrelation of MSCI returns to help us make a trade decision. For example, suppose you find that MSCI stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

MSCI regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If MSCI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSCI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSCI stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

MSCI Lagged Returns

When evaluating MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSCI stock have on its future price. MSCI autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, MSCI autocorrelation shows the relationship between MSCI stock current value and its past values and can show if there is a momentum factor associated with investing in MSCI Inc.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in MSCI without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as MSCI Inc using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see MSCI Correlation, MSCI Volatility and MSCI Alpha and Beta module to complement your research on MSCI. Note that the MSCI Inc information on this page should be used as a complementary analysis to other MSCI'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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

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When running MSCI Inc price analysis, check to measure MSCI'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 MSCI is operating at the current time. Most of MSCI's value examination focuses on studying past and present price action to predict the probability of MSCI's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move MSCI's price. Additionally, you may evaluate how the addition of MSCI to your portfolios can decrease your overall portfolio volatility.
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MSCI technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of MSCI technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of MSCI trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...