We consider Microsoft not too risky. Microsoft has Sharpe Ratio of 0.1245 which conveys that Microsoft had 0.1245% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Microsoft which you can use to evaluate future volatility of the firm. Please verify Microsoft Corporation Downside Deviation of 0.86, Mean Deviation of 0.6432 and Risk Adjusted Performance of 0.01 to check out if risk estimate we provide are consistent with the epected return of 0.1067%.
|Time Horizon||30 Days Login to change|
Microsoft Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, Microsoft has beta of 0.0 indicating unless we do not have required data, the returns on DOW and Microsoft are completely uncorrelated. Furthermore, Microsoft CorporationIt does not look like Microsoft alpha can have any bearing on the equity current valuation.
Predicted Return Density