Morgan Stanley Correlations

MSUXX Fund

USD 1.00 0.00 0.00%

The current 90-days correlation between Morgan Stanley Insti and Wesmark Government Bond is -0.15 (i.e., Good diversification). The correlation of Morgan Stanley is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Morgan Stanley Correlation With Market

Significant diversification

The correlation between Morgan Stanley Institutional and DJI is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Morgan Stanley Institutional and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Morgan Stanley Institutional. Also, note that the market value of any money market fund could be closely tied with the direction of predictive economic indicators such as signals in interest.

For more information on how to buy Morgan Money Market Fund please use our How to Invest in Morgan Stanley guide.

Moving together with Morgan Money Market Fund

0.78	VTSAX	Vanguard Total Stock	Pair Corr
0.78	VFIAX	Vanguard 500 Index	Pair Corr
0.78	VTSMX	Vanguard Total Stock	Pair Corr
0.78	VITSX	Vanguard Total Stock	Pair Corr
0.78	VSTSX	Vanguard Total Stock	Pair Corr
0.78	VSMPX	Vanguard Total Stock	Pair Corr
0.77	VFINX	Vanguard 500 Index	Pair Corr
0.77	VFFSX	Vanguard 500 Index	Pair Corr
0.8	VGTSX	Vanguard Total Inter	Pair Corr
0.8	VTIAX	Vanguard Total Inter	Pair Corr
0.62	NHS	Neuberger Berman High	Pair Corr
0.67	AA	Alcoa Corp	Pair Corr
0.64	DD	Dupont De Nemours	Pair Corr
0.73	CSCO	Cisco Systems	Pair Corr
0.7	IBM	International Business Earnings Call This Week	Pair Corr
0.81	DIS	Walt Disney	Pair Corr
0.63	WMT	Walmart Sell-off Trend	Pair Corr
0.71	CAT	Caterpillar	Pair Corr
0.78	BA	Boeing	Pair Corr
0.85	MSFT	Microsoft	Pair Corr

Moving against Morgan Money Market Fund

0.55

Coca Cola Earnings Call This Week

Pair Corr

Related Correlations Analysis

	WMBDX	AUGAX	DPIGX	SMAAX	PYUSX	UGSDX
WMBDX		0.85	0.78	0.52	0.77	0.36	WMBDX
AUGAX	0.85		0.9	0.64	0.93	0.54	AUGAX
DPIGX	0.78	0.9		0.84	0.99	0.74	DPIGX
SMAAX	0.52	0.64	0.84		0.81	0.92	SMAAX
PYUSX	0.77	0.93	0.99	0.81		0.73	PYUSX
UGSDX	0.36	0.54	0.74	0.92	0.73		UGSDX
	WMBDX	AUGAX	DPIGX	SMAAX	PYUSX	UGSDX

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Morgan Money Market Fund performing well and Morgan Stanley Money Market Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Morgan Stanley's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
WMBDX	0.28	(0.01)	(0.35)	0.05	0.31	(0.31)	0.52	(0.64)	1.29
AUGAX	0.37	0.02	(0.25)	0.72	0.35	(0.42)	0.73	(0.67)	1.64
DPIGX	0.09	0.00	(0.92)	0.80	0.00	(0.13)	0.21	(0.21)	0.63
SMAAX	0.11	0.04	(0.50)	(4.33)	0.00	(0.17)	0.30	(0.10)	0.92
PYUSX	0.14	0.01	(0.63)	0.80	0.00	(0.20)	0.42	(0.21)	0.75
UGSDX	0.03	0.00	0.00	0.74	0.00	0.00	0.00	0.00	0.52

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC