Microsoft Price Prediction

Macroaxis is not in business of monitoring Microsoft headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with Microsoft Corporation brand which may create opportunities for some arbitrage if properly timed. With Microsoft hype-based prediction module you can estimate the value of Microsoft Corporation from the prospective of Microsoft response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Microsoft over a specific investment horizon. Please see also Microsoft Basic Forecasting Models to cross-verify your projections.
Investment Horizon     30 Days    Login   to change

Microsoft estimiated after-hype price volatility

 Next price density 
 
Embed  
Expected price to next headline
December 11, 2016
61.97
Current Value
Downside upside
61.75
After-hype Price
Target Price Odds
 Above  Below  
65.23
Upside
Upside upside
Microsoft is not too risky asset. Analysis and calculation of next after-hype price of Microsoft is based on 1 month time horizon.

Microsoft Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.24% 1.16% 0.22%  0.01% 2 Events / Month5 Events / MonthUncertain
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
61.9761.750.36%
128.89% 

Microsoft Hype Timeline

Microsoft Corporation is now traded for 61.97 . This company has historical hype elasticity of -0.22 and average elasticity to hype of competition of 0.01. Microsoft Corporation is projected to decline in value after the next headline with price expected to drop to 61.75. The average volatility of media hype impact on the company stock price is about 128.89%. The price decrease on the next news is expected to be -0.36% where as daily expected return is now at 0.24%. The volatility of related hype on Microsoft is about 4377.36% with expected price after next announcement by competition of 61.98. About 73.0% of the company shares are owned by institutional investors. The company has Price/Earnings To Growth (PEG) ratio of 2.13. Microsoft Corporation last dividend was issued on February 14, 2017. This company had 2:1 split on February 18, 2003. Given the investment horizon of 30 days, the next projected press release will be uncertain.
Please see also Microsoft Basic Forecasting Models to cross-verify your projections.

Microsoft Related Hype Analysis

Hype
Elasticity
News
Dencity
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Microsoft Corporation(0.90)2 per month 1.18 (0.07)(0.99) 1.69 (1.83) 3.53 
Automatic Data Processing Inc 0.00 0 per month 0.00  0.19 (0.74) 1.27 (0.57) 2.32 
Cognizant Technology Solutions Corporation 0.00 0 per month 1.60  0.01 (1.95) 3.26 (2.48) 9.28 
Citrix Systems Inc 2.13 1 per month 1.25 (0.03)(1.34) 3.00 (1.54) 5.48 
CA Inc 0.27 1 per month 2.23 (0.15)(0.84) 2.10 (2.31) 6.48 
Iron Mountain Incorporated 0.14 2 per month 0.78  0.14 (1.41) 3.30 (1.45) 5.46 
F5 Networks Inc(0.24)1 per month 0.77 (0.18)(0.65) 1.18 (1.32) 2.68 
Amdocs Limited 0.69 1 per month 0.88  0.06 (1.19) 1.79 (1.36) 5.79 
NetSuite Inc 0.00 0 per month 0.00 (0.44) 0.00  1.27 (3.89) 9.32 
Jack Henry Associates Inc(0.82)2 per month 0.72  0.08 (0.86) 1.64 (2.12) 3.87 
Intuit Inc(1.49)1 per month 0.49  0.07 (1.28) 1.97 (1.23) 4.74 
Synopsys Inc(0.03)1 per month 2.08 (0.15)(0.85) 1.59 (1.13) 7.72 
Splunk Inc 0.33 1 per month 0.00 (0.11) 0.00  3.20 (3.81) 10.64 
AVG Technologies NV 0.05 2 per month 0.64 (0.36)(0.43) 0.60 (0.79) 1.39 
EMC Corporation(0.02)1 per month 0.00 (0.28)(0.54) 0.97 (0.45) 1.56 
Red Hat Inc(0.11)2 per month 1.67 (0.07)(1.23) 2.16 (2.01) 7.34 
Symantec Corporation 0.00 0 per month 0.00 (0.17) 0.00  3.24 (1.66) 5.83 
Kingtone Wirelessinfo Solution Holding Ltd(0.04)2 per month 5.29  0.11 (7.43) 11.69 (7.82) 31.45 
ManTech International Corporation 0.50 1 per month 1.40  0.19 (1.69) 3.59 (2.58) 10.14 
MIND CTI Ltd 0.07 3 per month 0.98  0.16 (1.70) 3.60 (2.27) 6.17