Microsoft Information Ratio 
MSFT  USA Stock  Earnings Call : This Week 
Symbol 
 =  0.0517 
ER[a]  =  Expected return on investing in Microsoft 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on Microsoft 
Information Ratio Comparison
Microsoft Corporation is regarded fourth in information ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 113.17 of Maximum Drawdown per Information Ratio. The ratio of Maximum Drawdown to Information Ratio for Microsoft Corporation is roughly 113.17
The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.Information Ratio  ...

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Risk Adjusted Performance  0.043  
Market Risk Adjusted Performance  0.05  
Mean Deviation  1.08  
Semi Deviation  1.36  
Downside Deviation  1.43  
Coefficient Of Variation  2418.46  
Standard Deviation  1.35  
Variance  1.81  
Information Ratio  0.0517  
Jensen Alpha  0.0729  
Total Risk Alpha  0.0788  
Sortino Ratio  0.0488  
Treynor Ratio  0.04  
Maximum Drawdown  5.85  
Value At Risk  (2.67)  
Potential Upside  1.89  
Downside Variance  2.04  
Semi Variance  1.85  
Expected Short fall  (1.11)  
Skewness  (0.44)  
Kurtosis  (0.08) 
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