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# 1st Gen Model Morgan Stanley Security brokers & dealers

65.82% successful of 79 deals
$49.38 Last close price
at 21-nov-2017


Model's trade recommendations 6.26% Return for period

1.84% Annual return

$88.04B Market Cap

β 1.66  


Model (following trade recommendations)


Underlying stock

S&P 500

Return for period 6.26%
52wk return 1.19%
52wk Range
Sortino ratio 0.22
Sharpe ratio 0.18
Norm. RMSE 0.36%
Downside risk 11.17%
Volatility 13.56%
  • 1.00 (2.05%) Div (Yield)
  • BUY Analysts consensus recommendation

MORGAN STANLEY is a preeminent global financial services firm that maintains leading market positions in each of its three primary businesses: securities; asset management; and credit services. The company combines global strength in investment banking and institutionalsales and trading with strength in providing full-service and on-line brokerage services, investment and global asset management services and, primarily through its Discover Card brand, quality consumer credit products.

Industry sector: Finance

Sector classification: Security brokers & dealers

Deep Learning based analysis and prediction model for Morgan Stanley (MS) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Sept. 30, 2015.

Market data for MS model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 1804M
P/E 13.49
Shares Outstanding 1808M
% Held by Insiders 0.24%
% Held by Institutions 85.67%
EPS (last reported FY) $2.92
EPS (last reported Q) $0.93
EPS, estimated (last reported Q) $0.81
Total revenues $38 B
Net income $6 B