Morgan Stanley (MS)
Seasonality Analysis
Morgan Stanley Annual Seasonality Statistics
Morgan Stanley Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 1.82% | Moderate | |
| February | -3.19% | Very Weak | |
| March | -0.02% | Weak | |
| April | 1.38% | Moderate | |
| May | -0.43% | Weak | |
| June | -0.12% | Weak | |
| July | 2.44% | Strong | |
| August | 0.05% | Weak | |
| September WORST | -3.49% | Weak | |
| October | 3.24% | Very Strong | |
| November | 2.07% | Moderate | |
| December BEST | 4.54% | Strong |
Morgan Stanley 2026 vs Historical Pattern
Morgan Stanley Interactive Seasonality Chart
Morgan Stanley Pattern Scanner
Morgan Stanley Seasonal Historical Performance
About Morgan Stanley (MS) Seasonality
Morgan Stanley (MS) has been analyzed using 27 years of historical data to identify seasonal patterns. Classified under Stocks, Morgan Stanley shows distinct seasonal tendencies based on historical data.
The strongest month for Morgan Stanley is historically December, with an average return of 4.54% and a win rate of 69%. Conversely, September tends to be the weakest month, averaging -3.49% return.
Looking at the full calendar year, Morgan Stanley has an average annual return of 8.28% with an overall monthly win rate of 54.2%. Out of 12 months, 7 typically show positive average returns.
The seasonal pattern for Morgan Stanley has a consistency score of 36.3 (Poor), based on 27 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Morgan Stanley Seasonality FAQ
What is the best month to buy Morgan Stanley (MS)?
Historically, December has been the best month for Morgan Stanley, with an average return of 4.54% and a win rate of 69%. However, past performance does not guarantee future results.
What is the worst month for Morgan Stanley (MS)?
Based on historical data, September has been the weakest month for Morgan Stanley, with an average return of -3.49%. This is a historical observation and does not guarantee future results.
How reliable is MS seasonality data?
The seasonality analysis for Morgan Stanley is based on 27 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use Morgan Stanley seasonality in my trading?
Use Morgan Stanley (MS) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.