MSCI

MSCI Inc.US06/02/2026 · historical

Anchor-neighbor future return range

Median move
-2.47%
P05–P95 span
12.78%
Neighbors
36
Sharpness
0.74
Forecast vs realized (hit-rate)
6 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+6
-5.00%
Outer 90%
5/6(83%)
Middle 50%
5/6(83%)
Above median
1/6(17%)
Below median
5/6(83%)

Higher band-hit rate = better prediction. Above/below median tells which direction the actual drifted from the forecast center.

Probability Cone (D+1 ~ D+10)

Quantile bands P05/P25/P50/P75/P95 for each horizon bar

MedianMiddle 50%Outer 90%Realized

Aggregated distribution (density strip)

Weighted aggregate across all horizon bars and neighbors

P05: -10.35%P25: -4.94%P50: -2.47%P75: -0.17%P95: 2.44%

Computed at: 06/03/26, 02:45 AM · ESS 35.7 · horizon 10 bars

Note: This distribution is not investment advice and reflects historical patterns shown for reference only.