Microsoft Corp Total Risk Alpha

MSFT -  USA Stock  

USD 341.27  11.59  3.52%

Microsoft Corp total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Microsoft Corp or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Microsoft Technical Indicator 

 
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Microsoft Corp has current Total Risk Alpha of 0.1781. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
0.1781
ER[a] = Expected return on investing in Microsoft Corp
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Microsoft Corp
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Microsoft Corp Total Risk Alpha Peers Comparison

Microsoft Total Risk Alpha Relative To Other Indicators

Microsoft Corp is regarded second in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  32.25  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Microsoft Corp is roughly  32.25 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Microsoft Corp to Peers

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