Microsoft Performance

MSFT -- USA Stock  

USD 114.67  0.41  0.36%

On a scale of 0 to 100 Microsoft holds performance score of 12. The company secures Beta (Market Risk) of 0.0163 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 0.2217% 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.
Horizon     30 Days    Login   to change

Microsoft Relative Risk vs. Return Landscape

If you would invest  10,960  in Microsoft Corporation on August 26, 2018 and sell it today you would earn a total of  507.00  from holding Microsoft Corporation or generate 4.63% return on investment over 30 days. Microsoft Corporation is currently generating 0.2217% of daily expected returns and assumes 1.1365% risk (volatility on return distribution) over the 30 days horizon. In different words, 10% 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 2.5 times more return on investment than the market. However, the company is 2.5 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 per unit of risk.

Microsoft Market Risk Analysis

Sharpe Ratio = 0.1951
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Microsoft Relative Performance Indicators

Estimated Market Risk
 1.14
  actual daily
 
 90 %
of total potential
  
Expected Return
 0.22
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.2
  actual daily
 
 12 %
of total potential
  
Based on monthly moving average Microsoft is performing at about 12% 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.

Microsoft Performance Rating

Microsoft Corporation Risk Adjusted Performance Analysis

12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Microsoft Corporation are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

Microsoft Alerts

Equity Alerts and Improvement Suggestions

Microsoft has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
About 75.0% of the company shares are owned by institutional investors
On August 15, 2018 Microsoft paid $ 0.42 per share dividend to its current shareholders
Latest headline from MacroaxisInsider: Sale by William Gates of 5992 shares of Microsoft

Microsoft Performance Indicators

Microsoft Basic Price Performance Measures

Quick Ratio2.74
Fifty Two Week Low72.92
Target High Price135.00
Payout Ratio77.46%
Fifty Two Week High114.55
Target Low Price75.00
Trailing Annual Dividend Yield1.48%

Microsoft 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  
Please see also Stocks Correlation. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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