Microsoft Performance

MSFT -- USA Stock  

USD 138.79  5.40  4.05%

The company secures Beta (Market Risk) of 1.1826 which conveys that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Microsoft will likely underperform. 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 0.0086% will be sustainable into the future. Microsoft right now secures a risk of 1.3766%. Please verify Microsoft Corporation Variance as well as the relationship between Value At Risk and Skewness to decide if Microsoft Corporation will be following its current price movements.

Risk-Adjusted Performance

Over the last 30 days Microsoft Corporation has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively unchanging essential indicators, Microsoft is not utilizing all of its potentials. The new stock price uproar, may contribute to short horizon losses for the leadership.
Quick Ratio2.35
Fifty Two Week Low93.96
Target High Price170.00
Payout Ratio35.57%
Fifty Two Week High141.68
Target Low Price93.00
Trailing Annual Dividend Yield1.35%
Horizon     30 Days    Login   to change

Microsoft Relative Risk vs. Return Landscape

If you would invest  13,343  in Microsoft Corporation on July 25, 2019 and sell it today you would lose (4.00)  from holding Microsoft Corporation or give up 0.03% of portfolio value over 30 days. Microsoft Corporation is currently generating 0.0086% of daily expected returns and assumes 1.3766% risk (volatility on return distribution) over the 30 days horizon. In different words, 12% of equities are less volatile than Microsoft and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Microsoft is expected to generate 1.32 times more return on investment than the market. However, the company is 1.32 times more volatile than its market benchmark. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.13 per unit of risk.

Microsoft Market Risk Analysis

Sharpe Ratio = 0.0063
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Microsoft Relative Performance Indicators

Estimated Market Risk
  actual daily
 12 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Microsoft is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Microsoft by adding it to a well-diversified portfolio.

Microsoft Alerts

Equity Alerts and Improvement Suggestions

Microsoft has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
About 75.0% of the company shares are owned by institutional investors

Microsoft Dividends

Microsoft Dividends Analysis

Check Microsoft dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please see also Stocks Correlation. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.