Microsoft Alpha and Beta Analysis Overview

MSFT -- USA Stock  

USD 106.03  3.42  3.12%

This module allows you to check different measures of market premium for Microsoft Corporation as well as systematic risk associated with investing in Microsoft over a specified time horizon. Please see also Microsoft Backtesting, Microsoft Valuation, Microsoft Correlation, Microsoft Hype Analysis, Microsoft Volatility, Microsoft History and analyze Microsoft Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Microsoft Market Premiums

α0.07   β0.76
30 days against DJI

Microsoft expected buy-and-hold returns

Microsoft Market Price Analysis

Microsoft Return and Market Media

The median price of Microsoft for the period between Mon, Oct 15, 2018 and Fri, Dec 14, 2018 is 107.72 with a coefficient of variation of 2.44. The daily time series for the period is distributed with a sample standard deviation of 2.63, arithmetic mean of 107.63, and mean deviation of 2.04. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Sale by Brod Frank H of 2000 shares of Microsoft11/06/2018
2
Latest Movement Microsoft Corporation, , Telefonaktiebolaget...11/13/2018
3
Checklist Stock News Microsoft Corporation, - Nyse Nasdaq Ne...11/16/2018
4
Stocks variation summary Arconic Inc., , Microsoft Corporati...11/21/2018
5
Levels Of Institutional Ownership At Microsoft Corporation11/26/2018
6
Acquisition by Teri ListStoll of 793 shares of Microsoft sub...11/29/2018
7
Sale by Christopher Capossela of 10000 shares of Microsoft12/04/2018
8
Sale by Christopher Capossela of 4000 shares of Microsoft12/07/2018
9
Two Stocks in Concentration Microsoft Corporation , Chesapea...12/10/2018
10
Stock display High Beta value Microsoft Corporation - Wallst...12/13/2018

Microsoft Upcoming Events

Microsoft Upcoming Company Events

Upcoming Quarterly ReportJanuary 30, 2019
Next Earnings ReportApril 25, 2019

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Please see also Microsoft Backtesting, Microsoft Valuation, Microsoft Correlation, Microsoft Hype Analysis, Microsoft Volatility, Microsoft History and analyze Microsoft Performance. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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