Morgan Stanley (MS)
Quantitative Summary
DeterministicMS trades at 18.8x earnings, roughly in line with its sector average of 19.2x. Below-average fundamentals indicated by Piotroski score of 3/9; Altman Z of 0.3 falls in the academic distress zone.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Valuation Context
Currently trading 1% below its 5-year average P/E of 17.5x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedMicrosoft's stock is currently trading below both its 50-day and 200-day moving averages, indicating a technical downtrend. The RSI at 31.4 suggests the stock may be nearing oversold territory, potentially hinting at reduced downside momentum in the near term.
Quant Health Deep Dive
Profitability & Value Creation
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-04-30 | $1.0000 | 0.0% |
| 2026-01-30 | $1.0000 | 0.0% |
| 2025-10-31 | $1.0000 | 0.0% |
| 2025-07-31 | $1.0000 | +8.1% |
| 2025-04-30 | $0.9250 | 0.0% |
| 2025-01-31 | $0.9250 | 0.0% |
| 2024-10-31 | $0.9250 | 0.0% |
| 2024-07-31 | $0.9250 | +8.8% |
| 2024-04-29 | $0.8500 | 0.0% |
| 2024-01-30 | $0.8500 | 0.0% |
| 2023-10-30 | $0.8500 | 0.0% |
| 2023-07-28 | $0.8500 | +9.7% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like IYF or XLF, the fund manager is mechanically forced to buy or sell MS shares regardless of Morgan Stanley's individual fundamentals. We estimate $26.3B of passive capital is structurally linked to MS through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Morgan Stanley to visualize passive redemption contagion across ETFs and collateral stocks.
If Morgan Stanley (MS) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMorgan Chase & Co. (JPM) as the most exposed collateral stock, sharing 3 ETFs with MS. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 31 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
MS Ownership Dynamics
Passive funds hold 1 in every 11 MS shares, reducing daily market volatility.
Morgan Stanley (MS) exerts measurable gravity on the passive index market, currently representing 3.5% of the IYF (IYF) and 3.3% of the State Street Financial Select Sector SPDR ETF (XLF). Across 30 tracked ETFs, approximately 146M shares (9.3% of float) are held by passive funds and rarely trade on the open market. As passive ownership grows, index inclusion changes may increasingly drive price discovery.
ETFs with Highest MS Exposure
Float lock-up computed from 30 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
MS Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Morgan Stanley over the past year sits near $158.92 (13% of 252-day volume). The current price of $214.98 trades 35.3% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target. The highly concentrated volume profile (13% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-04 | 1 | $190.17 | $190.17 |
| 2026-05-01 | 10,000 | $190.59 | $1.9M |
| 2026-04-30 | 10,000 | $187.08 | $1.9M |
| 2026-04-21 | 100 | $190.70 | $19,070 |
| 2026-04-20 | 8,488 | $188.82 | $1.6M |
| 2026-04-15 | 12 | $183.34 | $2,200.08 |
| 2026-04-14 | 15,154 | $181.14 | $2.7M |
| 2026-04-13 | 500 | $177.64 | $88,820 |
| 2026-04-06 | 5 | $165.81 | $829.05 |
| 2026-04-01 | 23 | $164.57 | $3,785.11 |
| 2026-03-23 | 1,497 | $161.47 | $241,720.59 |
| 2026-03-19 | 982 | $158.93 | $156,069.26 |
| 2026-03-13 | 194 | $154.37 | $29,947.78 |
| 2026-03-12 | 66,993 | $160.89 | $10.8M |
| 2026-03-11 | 49 | $160.75 | $7,876.75 |
| 2026-03-10 | 185 | $160.45 | $29,683.25 |
| 2026-03-09 | 3,314 | $160.27 | $531,134.78 |
| 2026-02-26 | 3,905 | $173.73 | $678,415.65 |
| 2026-02-23 | 300 | $175.41 | $52,623 |
| 2026-02-17 | 395 | $171.15 | $67,604.25 |
| 2026-02-13 | 29,647 | $168.06 | $5.0M |
| 2026-02-12 | 614 | $176.68 | $108,481.52 |
| 2026-01-30 | 1,309 | $182.40 | $238,761.6 |
| 2026-01-22 | 40 | $183.32 | $7,332.8 |
| 2026-01-20 | 310,082 | $189.09 | $58.6M |
| 2026-01-15 | 2,628 | $180.78 | $475,089.84 |
| 2026-01-14 | 1,977 | $182.76 | $361,316.52 |
| 2026-01-09 | 7,843 | $184.68 | $1.4M |
| 2025-12-22 | 1,505 | $176.98 | $266,354.9 |
| 2025-12-19 | 336,804 | $172.96 | $58.3M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| GS | 0.865 | 0.845 | High co-movement |
| C | 0.799 | 0.802 | High co-movement |
| BAC | 0.767 | 0.740 | High co-movement |
| MC | 0.734 | 0.733 | High co-movement |
| JPM | 0.731 | 0.692 | High co-movement |
| STT | 0.726 | 0.732 | High co-movement |
| WFC | 0.710 | 0.708 | High co-movement |
| COF | 0.698 | 0.673 | Moderate |
| BLK | 0.696 | 0.673 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare MS to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.