Microsoft Performance

MSFT -- USA Stock  

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Microsoft has performance score of 10 on a scale of 0 to 100. The company secures Beta (Market Risk) of 1.097 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 0.1513% will be sustainable into the future. Microsoft right now secures a risk of 0.9747%. Please verify Microsoft Corporation Value At Risk, and the relationship between Jensen Alpha and Skewness to decide if Microsoft Corporation will be following its current price movements.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Microsoft Corporation are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days. In spite of comparatively uncertain essential indicators, Microsoft may actually be approaching a critical reversion point that can send shares even higher in January 2020.
Quick Ratio2.68
Fifty Two Week Low93.96
Target High Price174.00
Payout Ratio34.72%
Fifty Two Week High152.50
Target Low Price133.00
Trailing Annual Dividend Yield1.25%
Horizon     30 Days    Login   to change

Microsoft Relative Risk vs. Return Landscape

If you would invest  13,752  in Microsoft Corporation on November 11, 2019 and sell it today you would earn a total of  1,352  from holding Microsoft Corporation or generate 9.83% return on investment over 30 days. Microsoft Corporation is currently generating 0.1513% of daily expected returns and assumes 0.9747% risk (volatility on return distribution) over the 30 days horizon. In different words, 8% of equities are less volatile than Microsoft and 98% 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 1.6 times more return on investment than the market. However, the company is 1.6 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly 0.06 per unit of risk.

Microsoft Market Risk Analysis

Sharpe Ratio = 0.1552
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Microsoft Relative Performance Indicators

Estimated Market Risk
 0.97
  actual daily
 
 8 %
of total potential
 
88
Expected Return
 0.15
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
 
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Based on monthly moving average Microsoft is performing at about 10% 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
Latest headline from www.surveydone.info: Sale by William Gates of 1000000 shares of Microsoft

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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
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