Microsoft Alpha and Beta Analysis

Microsoft Corporation -- USA Stock  

USD 83.3  0.42  0.5%

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
Investment Horizon     30 Days    Login   to change
Run Premiums

Microsoft Market Premiums

α (average alpha)=0.2    β (beta)=1.19    
30 days against DJI
Risk Adjusted Performance  0.0806Jensen Alpha  0.2123Total Risk Alpha  0.0715Sortino Ratio  0.2797Treynor Ratio  0.2312

Microsoft expected buy-and-hold returns


Microsoft Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Microsoft Return and Market Media

The median price of Microsoft for the period between Mon, Oct 23, 2017 and Wed, Nov 22, 2017 is 83.81 with a coefficient of variation of 2.44. The daily time series for the period is distributed with a sample standard deviation of 2.02, arithmetic mean of 82.79, and mean deviation of 1.52. The Stock received some media coverage during the period.
Price Growth (%)  
Sale by Christopher Capossela of 3000 shares of Microsoft11/21/2017