MSCI Inc (MSCI)
MSCI Inc. (formerly Morgan Stanley Capital International and MSCI Barra), is an American finance company headquartered in New York City and serving as a global provider of equity, fixed income, hedge fund stock market indexes, multi-asset portfolio analysis tools and ESG products. It publishes the MSCI BRIC, MSCI World and MSCI EAFE Indexes.
Stock Price Trends
Stock price trends estimated using linear regression.
Key facts
- The primary trend is decreasing.
- The decline rate of the primary trend is 30.78% per annum.
- MSCI price at the close of April 28, 2025 was $534.95 and was inside the primary price channel.
- The secondary trend is decreasing.
- The decline rate of the secondary trend is 38.72% per annum.
- MSCI price at the close of April 28, 2025 was inside the secondary price channel.
Linear Regression Model
Model equation:
Yi = α + β × Xi + εi
Top border of price channel:
Exp(Yi) = Exp(a + b × Xi + 2 × s)
Bottom border of price channel:
Exp(Yi) = Exp(a + b × Xi – 2 × s)
where:
i - observation number
Yi - natural logarithm of MSCI price
Xi - time index, 1 day interval
σ - standard deviation of εi
a - estimator of α
b - estimator of β
s - estimator of σ
Exp() - calculates the exponent of e
Primary Trend
Start date: November 29, 2024
End date: April 28, 2025
a = 8.1245
b = -0.0010
s = 0.0253
Annual growth rate:
Exp(365 × b) – 1
= Exp(365 × -0.0010) – 1
= -30.78%
Price channel spread:
Exp(4 × s) – 1
= Exp(4 × 0.0253) – 1
= 10.63%
November 29, 2024 calculations
Top border of price channel:
Exp(Y1,155)
= Exp(a + b × X1,155 + 2 × s)
= Exp(a + b × 1,675 + 2 × s)
= Exp(8.1245 + -0.0010 × 1,675 + 2 × 0.0253)
= Exp(6.4870)
= $656.57
Bottom border of price channel:
Exp(Y1,155)
= Exp(a + b × X1,155 – 2 × s)
= Exp(a + b × 1,675 – 2 × s)
= Exp(8.1245 + -0.0010 × 1,675 – 2 × 0.0253)
= Exp(6.3860)
= $593.49
April 28, 2025 calculations
Top border of price channel:
Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(8.1245 + -0.0010 × 1,825 + 2 × 0.0253)
= Exp(6.3359)
= $564.46
Bottom border of price channel:
Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(8.1245 + -0.0010 × 1,825 – 2 × 0.0253)
= Exp(6.2349)
= $510.23
Description
- The primary trend is decreasing.
- The decline rate of the primary trend is 30.78% per annum.
- MSCI price at the close of April 28, 2025 was $534.95 and was inside the primary price channel.
Secondary Trend
Start date: January 16, 2025
End date: April 28, 2025
a = 8.7205
b = -0.0013
s = 0.0260
Annual growth rate:
Exp(365 × b) – 1
= Exp(365 × -0.0013) – 1
= -38.72%
Price channel spread:
Exp(4 × s) – 1
= Exp(4 × 0.0260) – 1
= 10.94%
January 16, 2025 calculations
Top border of price channel:
Exp(Y1,186)
= Exp(a + b × X1,186 + 2 × s)
= Exp(a + b × 1,723 + 2 × s)
= Exp(8.7205 + -0.0013 × 1,723 + 2 × 0.0260)
= Exp(6.4610)
= $639.71
Bottom border of price channel:
Exp(Y1,186)
= Exp(a + b × X1,186 – 2 × s)
= Exp(a + b × 1,723 – 2 × s)
= Exp(8.7205 + -0.0013 × 1,723 – 2 × 0.0260)
= Exp(6.3572)
= $576.63
April 28, 2025 calculations
Top border of price channel:
Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(8.7205 + -0.0013 × 1,825 + 2 × 0.0260)
= Exp(6.3242)
= $557.90
Bottom border of price channel:
Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(8.7205 + -0.0013 × 1,825 – 2 × 0.0260)
= Exp(6.2204)
= $502.89
Description
- The secondary trend is decreasing.
- The decline rate of the secondary trend is 38.72% per annum.
- MSCI price at the close of April 28, 2025 was inside the secondary price channel.