|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
to decide if Microsoft Corporation will be following its current price movements.
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 (%)
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.