Microsoft Performance

Microsoft Corporation -- USA Stock  

USD 94.06  2.32  2.53%

Microsoft has performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.4506 which conveys that as returns on market increase, returns on owning Microsoft are expected to decrease at a much smaller rate. During bear market, Microsoft is likely to outperform the market.. 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 0.0223% will be sustainable into the future. Microsoft right now secures a risk of 2.154%. 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.
 Time Horizon     30 Days    Login   to change

Microsoft Relative Risk vs. Return Landscape

If you would invest  9,406  in Microsoft Corporation on January 26, 2018 and sell it today you would earn a total of  0.00  from holding Microsoft Corporation or generate 0.0% return on investment over 30 days. Microsoft Corporation is currenly generating 0.0223% of daily expected returns and assumes 2.154% risk (volatility on return distribution) over the 30 days horizon. In different words, 19% 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 1.24 times more return on investment than the market. However, the company is 1.24 times more volatile than its market benchmark. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Operating Margin

Microsoft Operating Margin
Based on recorded statements Microsoft Corporation has Operating Margin of 34.76%. This is 225.22% lower than that of the Technology sector, and significantly higher than that of Software Providers industry, The Operating Margin for all stocks is 418.61% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Microsoft Daily Price Distribution

The median price of Microsoft for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 91.82 with a coefficient of variation of 2.59. The daily time series for the period is distributed with a sample standard deviation of 2.37, arithmetic mean of 91.52, and mean deviation of 1.76. The Stock did not receive any noticable media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Microsoft Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Microsoft Sharpe Ratio = 0.0103
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Estimated Market Risk

 2.15
  actual daily
 
 81 %
of total potential
  

Expected Return

 0.02
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Microsoft is performing at about 0% 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
Check Dividends