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# RNN 1st Gen Model Morgan Stanley Security brokers & dealers

Prediction models:
73.24% successful of 71 deals
$ 52.07 Last close price
at 23-mar-2018


Model's trade recommendations 2.09% Return for period

0.93% Annual return

$102.33B Market Cap

β 1.50  


Model (following trade recommendations)


Underlying stock

S&P 500

Return for period 2.09%
52wk return 13.76%
52wk Range
Sortino ratio 0.14
Sharpe ratio 0.12
Norm. RMSE 0.47%
Downside risk 13.79%
Volatility 15.47%
  • 1.00 (1.75%) 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 1786M
P/E 15.69
Shares Outstanding 1792M
% Held by Insiders 0.35%
% Held by Institutions 86.06%
EPS (last reported FY) $3.60
EPS (last reported Q) $0.84
EPS, estimated (last reported Q) $0.77
Total revenues $44 B
Net income $6 B