Microsoft Performance

Microsoft Corporation -- USA Stock  

USD 78.79  0.88  1.13%

On a scale of 0 to 100 Microsoft holds performance score of 22. The company secures Beta (Market Risk) of 1.2218 which conveys that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Microsoft will likely underperform.. 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 0.2202% will be sustainable into the future. Please exercises Microsoft Corporation Value At Risk, and the relationship between Jensen Alpha and Skewness to make a quick decision on weather Microsoft current price movements will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  7,494  in Microsoft Corporation on September 20, 2017 and sell it today you would earn a total of  385  from holding Microsoft Corporation or generate 5.14% return on investment over 30 days. Microsoft Corporation is currenly generating 0.2202% of daily expected returns and assumes 0.6704% risk (volatility on return distribution) over the 30 days horizon. In different words, 6% of equities are less volatile than Microsoft Corporation and 96% 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 2.85 times more return on investment than the market. However, the company is 2.85 times more volatile than its market benchmark. It trades about 0.33 of its potential returns per unit of risk. The DOW is currently generating roughly 0.52 per unit of risk.

Microsoft Daily Price Distribution

The median price of Microsoft for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 75.97 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 75.55, and mean deviation of 1.39. The Stock received some media coverage during the period.
22 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Microsoft Corporation are ranked lower than 22 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Microsoft Sharpe Ratio = 0.3285
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Estimated Market Risk

 0.67
  actual daily
 
 94 %
of total potential
  

Expected Return

 0.22
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.33
  actual daily
 
 22 %
of total potential
  
Based on monthly moving average Microsoft is performing at about 22% 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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