Microsoft Alpha and Beta Analysis Overview

MSFT -- USA Stock  

USD 100.41  0.73  0.72%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Microsoft Market Premiums

α0.13β0.00
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Treynor Ratio  

0.0

Microsoft expected buy-and-hold returns

Microsoft Market Price Analysis

Microsoft Return and Market Media

The median price of Microsoft for the period between Sat, May 26, 2018 and Mon, Jun 25, 2018 is 100.86 with a coefficient of variation of 1.35. The daily time series for the period is distributed with a sample standard deviation of 1.35, arithmetic mean of 100.49, and mean deviation of 1.11. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Payment of 387 shares by Brod Frank H of Microsoft subject t...06/01/2018

Current Sentiment - MSFT

Microsoft Investor Sentiment
Majority of Macroaxis users are now bullish on Microsoft Corporation. What is your trading attitude regarding investing in Microsoft Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.