$MS — WSB TERMINAL

$MS MORGAN STANLEY FINANCIAL SERVICES EQUITY SIMULATION

$214.38

+1.72 (+0.81%)

LAST PRICE · 15 MIN DELAY

DAY CHG +0.81%

5D CHG -1.28%

30D CHG +0.50%

MARKET CAP
$336.70B

        LARGE CAP

SHORT FLOAT

—

WSB POSTS

1 UPVOTES

BULL/BEAR SPLIT

—

NO DATA

AVG UPVOTES / POST

ENGAGEMENT

SECTOR

FINANCIAL SERVICES

CLASSIFICATION

DIV YIELD

2.15%

QUARTERLY

EX-DATE

2026-07-31

$1.1500 / SH (USD)

PRICE PERFORMANCE

RETURNS

1 DAY	+0.81%
5 DAY	-1.28%
30 DAY	+0.50%

30-DAY PRICE HISTORY

WSB SENTIMENT

1 POSTS

BULLISH	0 posts · 0%
BEARISH	0 posts · 0%
NEUTRAL	1 posts · 100%
TOTAL UPVOTES	1
AVG UPVOTES	1

0% BULL 100% NEUT 0% BEAR

DIVIDENDS — $MS

QUARTERLY

ANNUAL YIELD	2.15%
LAST PAYOUT / SH	USD $1.1500
FREQUENCY	QUARTERLY
EX-DIVIDEND DATE	2026-07-31
EST. ANNUAL / 100 SH	$460.00 USD

NO GAME PAYOUTS YET — HISTORY BUILDS AS DIVIDENDS ARE PROCESSED

DUE DILIGENCE — $MS

1 ITEM

2026-09-12 04:00 NEUT

Days before the twin towers fell, extremely unusual stock trades were made on companies directly affected by the attack

▲ 1 💬 1 u/McDowdy REDDIT_SCRAPED

The post argues that unusual options trading patterns before 9/11 on airlines (American Airlines, United Airlines) and financial firms (Morgan Stanley, Merrill Lynch) suggest prior knowledge of the attacks, citing multiple academic studies finding statistically abnormal trading volumes that contradict normal hedging explanations.

$AAL $UAL $MS $MER

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