α52
Alpha 52
Where AI meets Quant
MS
144.07
- 0.49%
Morgan Stanley
Financial Services

Investment Metrics

Overall Rank

For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.

Color Key

4th Quartile
3rd Quartile
2nd Quartile
1st Quartile

Performance Metrics

Metric 3M 6M 1Y
Return 10.88% 3.93% 47.45%
Price Trend 0.92 0.77 0.69

Risk Metrics

Metric 3M 6M 1Y
Volatility 9.14% 26.15% 33.29%
Max Drawdown -3.36% -29.04% -29.23%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 1.07 0.07 1.29
Calmar Ratio 3.24 0.14 1.62
Sortino Ratio 1.42 0.08 1.68
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