Microsoft Performance

Microsoft Corporation -- USA Stock  

USD 85.58  0.35  0.41%

Microsoft has performance score of 5 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.79 which conveys that as returns on market increase, Microsoft returns are expected to increase less than the market. However during bear market, the loss on holding Microsoft will be expected to be smaller as well.. Although it is extremely important to respect Microsoft price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Microsoft technical indicators you can presently evaluate if the expected return of 0.101% will be sustainable into the future. Microsoft right now secures a risk of 1.3066%. Please verify Microsoft Corporation Variance as well as the relationship between Value At Risk and Skewness to decide if Microsoft Corporation will be following its current price movements.
Investment Horizon     30 Days    Login   to change

Microsoft Relative Risk vs. Return Landscape

If you would invest  8,393  in Microsoft Corporation on November 12, 2017 and sell it today you would earn a total of  165  from holding Microsoft Corporation or generate 1.97% return on investment over 30 days. Microsoft Corporation is currenly generating 0.101% of daily expected returns and assumes 1.3066% risk (volatility on return distribution) over the 30 days horizon. In different words, 12% of equities are less volatile than Microsoft Corporation and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Microsoft Corporation is expected to generate 1.88 times less return on investment than the market. In addition to that, the company is 2.59 times more volatile than its market benchmark. It trades about 0.08 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.38 per unit of volatility.

Microsoft Daily Price Distribution

The median price of Microsoft for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 83.72 with a coefficient of variation of 1.31. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 83.48, and mean deviation of 0.86. The Stock received some media coverage during the period.
5 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Microsoft Corporation are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Microsoft Sharpe Ratio = 0.0773
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Estimated Market Risk

 1.31
  actual daily
 
 88 %
of total potential
  

Expected Return

 0.1
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.08
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average Microsoft is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Microsoft by adding it to a well-diversified portfolio.

Dividends

Microsoft Dividends Analysis
Check Microsoft dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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