|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
to make a quick decision on weather Microsoft current price movements will revert.
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 (%)
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.