Microsoft Alpha and Beta Analysis Overview

MSFT -- USA Stock  

USD 113.37  0.03  0.0265%

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

α0.23β0.22
30 days against DJI
Risk Adjusted Performance  

0.0879

Jensen Alpha  

0.1495

Total Risk Alpha  

0.035543

Sortino Ratio  

0.0

Treynor Ratio  

0.3723

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, Aug 20, 2018 and Wed, Sep 19, 2018 is 111.71 with a coefficient of variation of 32.4. The daily time series for the period is distributed with a sample standard deviation of 32.74, arithmetic mean of 101.04, and mean deviation of 18.37. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Payment of 1226 shares by Kathleen Hogan of Microsoft subjec...08/31/2018
2
Sale by William Gates of 82189 shares of Microsoft09/03/2018
3
Sale by William Gates of 5992 shares of Microsoft09/06/2018
4
Microsoft Corporation Management Presents at Deutsche Banks ...09/12/2018
5
Payment of 471 shares by Brummel Lisa E of Microsoft subject...09/15/2018

Microsoft Upcoming Events

Microsoft Upcoming Company Events

Upcoming Quarterly ReportApril 20, 2017
Next Earnings ReportJuly 18, 2017

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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 Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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