Microsoft Stock Performance
MSFT Stock | USD 417.32 0.90 0.22% |
On a scale of 0 to 100, Microsoft holds a performance score of 13. The company secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Microsoft returns are expected to increase less than the market. However, during the bear market, the loss on holding Microsoft will be expected to be smaller as well. Although it is important to respect Microsoft price patterns, it is better to be realistic regarding the information on the equity's historical price patterns. Please exercises Microsoft value at risk, and the relationship between the jensen alpha and skewness to make a quick decision on whether Microsoft current price movements will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Microsoft are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak technical and fundamental indicators, Microsoft unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
Actual Historical Performance (%)
One Day Return 0.22 | Five Day Return (0.19) | Year To Date Return 12.52 | Ten Year Return 955.17 | All Time Return 429.1 K |
Forward Dividend Yield 0.0072 | Payout Ratio 0.2586 | Last Split Factor 2:1 | Forward Dividend Rate 3 | Dividend Date 2024-06-13 |
1 | More European companies opt for a fight-or-flight response when confronting global competition | 02/20/2024 |
2 | Disposition of 1276 shares by Satya Nadella of Microsoft at 410.94 subject to Rule 16b-3 | 03/01/2024 |
3 | Accenture partners with Cohere to bring generative AI to enterprises | 03/05/2024 |
4 | Sam Altman Returns To OpenAI Board Months After Shakeup | 03/08/2024 |
5 | At 35, the web is broken, but its inventor hasnt given up hope of fixing it yet | 03/12/2024 |
Microsoft dividend paid on 14th of March 2024 | 03/14/2024 |
7 | Reticulate Micro Joins WAVE Consortium as Founding Member | 03/18/2024 |
Begin Period Cash Flow | 13.9 B | |
Total Cashflows From Investing Activities | -22.7 B |
Microsoft |
Microsoft Relative Risk vs. Return Landscape
If you would invest 36,994 in Microsoft on December 20, 2023 and sell it today you would earn a total of 4,738 from holding Microsoft or generate 12.81% return on investment over 90 days. Microsoft is currently generating 0.2081% in daily expected returns and assumes 1.1954% risk (volatility on return distribution) over the 90 days horizon. In different words, 10% of stocks are less volatile than Microsoft, and 96% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
Risk |
Microsoft Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Microsoft's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Microsoft, and traders can use it to determine the average amount a Microsoft's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1741
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Estimated Market Risk
1.2 actual daily | 10 90% of assets are more volatile |
Expected Return
0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Microsoft is performing at about 13% 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 Fundamentals Growth
Microsoft Stock prices reflect investors' perceptions of the future prospects and financial health of Microsoft, and Microsoft fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Microsoft Stock performance.
Return On Equity | 0.39 | ||||
Return On Asset | 0.15 | ||||
Current Valuation | 3.1 T | ||||
Shares Outstanding | 7.43 B | ||||
Price To Earning | 26.64 X | ||||
Price To Book | 12.99 X | ||||
Price To Sales | 13.60 X | ||||
Revenue | 211.91 B | ||||
Gross Profit | 135.62 B | ||||
EBITDA | 102.02 B | ||||
Net Income | 72.36 B | ||||
Cash And Equivalents | 34.7 B | ||||
Cash Per Share | 14.39 X | ||||
Debt To Equity | 0.44 % | ||||
Current Ratio | 1.84 X | ||||
Cash Flow From Operations | 87.58 B | ||||
Earnings Per Share | 11.08 X | ||||
Total Asset | 411.98 B | ||||
Retained Earnings | 118.85 B | ||||
Current Asset | 139.66 B | ||||
About Microsoft Performance
To evaluate Microsoft Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Microsoft generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Microsoft Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Microsoft market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Microsoft's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Last Reported | Projected for 2024 | ||
Return On Capital Employed | 0.33 | 0.36 | |
Return On Assets | 0.18 | 0.20 | |
Return On Equity | 0.32 | 0.24 |
Things to note about Microsoft performance evaluation
Checking the ongoing alerts about Microsoft for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Microsoft help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Microsoft has a strong financial position based on the latest SEC filings | |
About 74.0% of the company shares are owned by institutional investors | |
On 14th of March 2024 Microsoft paid $ 0.75 per share dividend to its current shareholders | |
Latest headline from finance.yahoo.com: Reticulate Micro Joins WAVE Consortium as Founding Member |
- Analyzing Microsoft's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Microsoft's stock is overvalued or undervalued compared to its peers.
- Examining Microsoft's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Microsoft's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Microsoft's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Microsoft's stock. These opinions can provide insight into Microsoft's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Microsoft. Also, note that the market value of any Company could be tightly coupled with the direction of predictive economic indicators such as signals in census. For more information on how to buy Microsoft Stock please use our How to Invest in Microsoft guide.Note that the Microsoft information on this page should be used as a complementary analysis to other Microsoft's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the 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.
Complementary Tools for Microsoft Stock analysis
When running Microsoft's price analysis, check to measure Microsoft's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Microsoft is operating at the current time. Most of Microsoft's value examination focuses on studying past and present price action to predict the probability of Microsoft's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Microsoft's price. Additionally, you may evaluate how the addition of Microsoft to your portfolios can decrease your overall portfolio volatility.
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Is Microsoft's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Microsoft. If investors know Microsoft will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Microsoft listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.332 | Dividend Share 2.86 | Earnings Share 11.08 | Revenue Per Share 30.612 | Quarterly Revenue Growth 0.176 |
The market value of Microsoft is measured differently than its book value, which is the value of Microsoft that is recorded on the company's balance sheet. Investors also form their own opinion of Microsoft's value that differs from its market value or its book value, called intrinsic value, which is Microsoft's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Microsoft's market value can be influenced by many factors that don't directly affect Microsoft's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Microsoft's value and its price as these two are different measures arrived at by different means. Investors typically determine if Microsoft is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Microsoft's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.