We consider Microsoft very steady. Microsoft
has Sharpe Ratio of 0.0501 which conveys that the firm had 0.0501% of return per unit of risk over the last 3 months. Our philosophy towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators
that cannot be diversified away. We have found twenty-one technical indicators
for Microsoft which you can use to evaluate future volatility of the firm. Please verify Microsoft Corporation Mean Deviation
of 0.9715, Risk Adjusted Performance
of 0.0607 and Downside Deviation
of 1.52 to check out if risk estimate we provide are consistent with the epected return of 0.0663%. Microsoft has performance score of 3 on a scale of 0 to 100. The company secures Beta (Market Risk) of 1.1386 which conveys that Microsoft returns are very sensitive to returns on the market. as market goes up or down, Microsoft is expected to follow. Although it is extremely important to respect Microsoft price patterns
, it is better to be realistic regarding the information on equity historical price patterns
. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By analyzing Microsoft technical indicators
you can presently evaluate if the expected return of 0.0663% will be sustainable into the future. Microsoft
right now secures a risk of 1.3241%. Please verify Microsoft Corporation Variance
as well as the relationship
between Value At Risk
to decide if Microsoft Corporation will be following its current price movements.
Microsoft Corporation has insignificant predictability. Overlapping area represents the amount of predictability between Microsoft time series from June 21, 2019 to August 5, 2019 and August 5, 2019 to September 19, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Microsoft price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Microsoft price fluctuation can be explain by its past prices.