As of 22 of September Microsoft secures Downside Deviation of 1.51, Mean Deviation of 0.9863 and Risk Adjusted Performance of 0.0445. In connection with Fundamental Indicators, Macroaxis technical analysis interface lets you check existing technical drivers of Microsoft as well as the relationship between them. Strictly speaking you can use this information to find out if the firm will indeed mirror its model of past prices or the prices will eventually revert. We found nineteen technical drivers for Microsoft which can be compared to its peers in the industry. Please verify Microsoft Variance as well as the relationship between Value At Risk and Skewness to decide if Microsoft Corporation is priced some-what accurately providing market reflects its recent price of 141.07 per share. Given that Microsoft has Jensen Alpha of 0.0291, we recommend you check Microsoft last-minute market performance to make sure the company can sustain itself at future point.
Microsoft Corporation current and past analyst recommendations published by number of research institutions as well as average analyst consensus
|Target Price||Advice||# of Analysts|
|Microsoft Analyst Advice|
|Horizon||30 Days Login to change|
Microsoft Technical Analysis
Microsoft Trend AnalysisUse this graph to draw trend lines for Microsoft Corporation. You can use it to identify possible trend reversals for Microsoft as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Microsoft price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Microsoft Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Microsoft Corporation applied against its price change over selected period. The best fit line has a slop of 0.033271 % which means Microsoft Corporation will continue generating value for investors. It has 122 observation points and a regression sum of squares at 41.87, which is the sum of squared deviations for the predicted Microsoft price change compared to its average price change.
Microsoft September 22, 2019 Technical Indicators
|Risk Adjusted Performance||0.0445|
|Market Risk Adjusted Performance||0.0539|
|Coefficient Of Variation||2170.51|
|Total Risk Alpha||0.0234|
|Value At Risk||(2.91)|
|Expected Short fall||(0.96)|
Microsoft September 22, 2019 Daily Price Condition
|Daily Balance Of Power||1.42|
|Rate Of Daily Change||1.02|
|Day Median Price||141.22|
|Day Typical Price||141.17|
|Price Action Indicator||1.48|