MS
US EQUITY
Financials
Investment Banking & Brokerage
CIK: 895421
Morgan Stanley (MS) Quant Factor Diagnostic & Fair Value Model
Morgan Stanley (Ticker: MS) is listed in the Financials sector (Investment Banking & Brokerage). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$179.49
-2.44%
Latest Close (2026-10-23)
Market Cap: $61.85B
P/E Ratio: 13.0
Momentum Strength
3M / 12M
-16.35%
1M: -8.57%
12M: +13.52%
Quality (ROE)
Point-in-Time
+19.01%
Trailing Return on Equity
Technical Trend
RSI 14
35.0
SMA50: $200.87
SMA200: $194.26
Valuation Multiplier
Trailing
13.0
Deep Value (Under 15x P/E)
📊
Valuation & Multi-Factor Diagnostic
Deep Value (Under 15x P/E)
MS trades at an attractive earnings multiple of 13.0x, significantly lower than the broader S&P 500 average.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: 6/9 (Moderate Financial Health)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 895421 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-Q | 2026-06-30 | 2026-08-04 | - | $5.58B | -$9.85B | $3.46 |
| 10-Q | 2025-12-31 | 2026-08-04 | - | - | - | - |
| 10-Q | 2025-06-30 | 2026-08-04 | - | $3.54B | -$12.15B | $2.13 |
| 10-Q | 2026-03-31 | 2026-05-05 | - | $5.57B | -$7.10B | $3.43 |
| 10-Q | 2025-03-31 | 2026-05-05 | - | $4.32B | -$23.98B | $2.60 |
| 10-K | 2025-12-31 | 2026-02-19 | - | $16.86B | -$17.89B | $10.21 |
| 10-K | 2024-12-31 | 2026-02-19 | - | $13.39B | $1.36B | $7.95 |
| 10-K | 2023-12-31 | 2026-02-19 | - | $9.09B | -$33.54B | $5.18 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding Morgan Stanley (MS) valuation multiples, momentum factors, and point-in-time filing conventions.
How should MS's current valuation multiple be interpreted? ↓
MS trades at a trailing P/E of 13.0x within the Financials sector (deep value (under 15x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are MS's key momentum and technical factor indicators? ↓
As of the latest close, MS shows a 1-month return of -8.57%, 3-month return of -16.35%, and 12-month return of +13.52%, with a 14-day RSI of 35.0. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for MS? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can MS be incorporated into systematic factor models? ↓
MS can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.