Microsoft Stock Performance

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MSFT -- USA Stock  

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On a scale of 0 to 100, Microsoft holds a performance score of 13. The company secures a Beta (Market Risk) of -0.1075, which conveys not very significant volatility relative to the market. Let's try to break down what Microsoft's beta means in this case. As returns on the market increase, returns on owning Microsoft are expected to decrease at a much lower rate. During the bear market, Microsoft is likely to outperform the market. Although it is vital to follow to Microsoft price patterns, it is good to be conservative about what you can do with the information regarding 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 0.37% will be sustainable into the future. Please exercises Microsoft variance, as well as the relationship between the value at risk and skewness to make a quick decision on whether Microsoft current price movements will revert.

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1313

Microsoft Risk-Adjusted Performance

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 30 days. In spite of comparatively unfluctuating essential indicators, Microsoft unveiled solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio2.73
Fifty Two Week Low130.78
Target High Price250.00
Payout Ratio32.33%
Fifty Two Week High208.02
Target Low Price133.00
Trailing Annual Dividend Yield0.97%

Microsoft Relative Risk vs. Return Landscape

If you would invest  16,527  in Microsoft on June 5, 2020 and sell it today you would earn a total of  4,099  from holding Microsoft or generate 24.8% return on investment over 30 days. Microsoft is currently generating 0.3692% in daily expected returns and assumes 1.8559% risk (volatility on return distribution) over the 30 days horizon. In different words, 16% of equities are less volatile than Microsoft and 94% 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 1.01 times more return on investment than the market. However, the company is 1.01 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

Microsoft Market Risk Analysis

Sharpe Ratio = 0.199
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Microsoft Stock Performance Indicators

Estimated Market Risk
 1.86
  actual daily
 
 16 %
of total potential
 
1616
Expected Return
 0.37
  actual daily
 
 6 %
of total potential
 
66
Risk-Adjusted Return
 0.2
  actual daily
 
 13 %
of total potential
 
1313
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.

About Microsoft Performance

To evaluate Microsoft Stock as a possible investment, you need to clearly understand its upside, downside potential, 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's stock 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 stock market performance in a much more refined way. At Macroaxis, we take it even further. 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 ReportedProjected for 2020
Effect of Exchange Rate Changes on Cash(103,500,000) (106,223,684) 
Return on Investment 29.63  31.68 
Return on Average Assets 0.13  0.13 
Return on Average Equity 0.38  0.33 
Return on Invested Capital 0.36  0.54 
Return on Sales 0.31  0.30 
Microsoft Corporation develops, licenses, and supports software, services, devices, and solutions worldwide. The company was founded in 1975 and is headquartered in Redmond, Washington. Microsoft operates under SoftwareInfrastructure classification in the United States and is traded on BATS Exchange. It employs 144000 people.

Microsoft Alerts

Equity Alerts and Improvement Suggestions

About 74.0% of the company shares are owned by institutional investors
On 20th of May 2020 Microsoft paid $ 0.51 per share dividend to its current shareholders

Microsoft Dividends

Microsoft Dividends Analysis

Check Microsoft dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page