Microsoft Related Correlations

MSFT -- USA Stock  

USD 109.31  0.43  0.39%

This module allows you to generate correlation matrix for Microsoft and other related equities to check the degree to which . Microsoft Corporation price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for Microsoft Corporation. To filter out specific equities, please toggle its corresponding legend item. Please see also Stocks Correlation.
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Correlation Matchups

High positive correlations

  

Insignificant Correlation

  

High negative correlations

Weakest Diversification

  

Strongest Diversification

  

Weakest Diversification

Performance Indicators

Mean
Deviation
Jensen
Alpha
Sortino
Ratio
Treynor
Ratio
Semi
Deviation
Information
Ratio
Expected
Shortfall
Potential
Upside
Value
At Risk
Maximum
Drawdown
 3.08 (0.26)  0.00  1.81  0.00 (0.017)  0.00  7.15 (5.25)  17.68 
 7.75  0.57  0.04  0.16  9.20  0.0416 (8.80)  21.64 (14.75)  49.15 
 1.35  0.23  0.32 (0.80)  1.11  0.24 (1.62)  4.06 (1.94)  8.23 
 2.09  0.08  0.06  0.07  2.63  0.06 (2.59)  4.86 (4.31)  16.63 
 2.37  0.38  0.22 (1.50)  2.20  0.17 (2.76)  6.28 (4.40)  20.57 
 1.63 (0.07)  0.00  0.04  0.00  0.07  0.00  3.80 (3.29)  10.74 
 2.00 (0.25)  0.00  6.49  0.00 (0.031)  0.00  4.30 (4.63)  11.31 
 2.91  0.23  0.11 (0.54)  3.87  0.11 (3.13)  4.94 (5.62)  30.78 
 1.49 (0.10)  0.00 (0.91)  0.00  0.0187  0.00  2.33 (5.03)  18.65 
 2.64 (0.13)  0.00  0.21  0.00  0.029  0.00  4.48 (5.11)  13.04 
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