Microsoft Stock Market Value

MSFT -  USA Stock  

USD 304.21  1.46  0.48%

Microsoft Corp's market value is the price at which a share of Microsoft Corp stock trades on a public exchange. It measures the collective expectations of Microsoft Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Microsoft Corp and determine expected loss or profit from investing in Microsoft Corp over a given investment horizon. Additionally, see Microsoft Corp Hype Analysis, Microsoft Corp Correlation, Microsoft Corp Valuation, Microsoft Corp Volatility, as well as analyze Microsoft Corp Alpha and Beta and Microsoft Corp Performance.
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The market value of Microsoft Corp 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 Corp's value that differs from its market value or its book value, called intrinsic value, which is Microsoft Corp'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 Corp's market value can be influenced by many factors that don't directly affect Microsoft Corp underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Microsoft Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Microsoft Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Microsoft Corp'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.

Microsoft Corp 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Microsoft Corp's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Microsoft Corp.
0.00
10/28/2019
No Change 0.00  0.0 
In 1 year 11 months and 21 days
10/17/2021
0.00
If you would invest  0.00  in Microsoft Corp on October 28, 2019 and sell it all today you would earn a total of 0.00 from holding Microsoft Corp or generate 0.0% return on investment in Microsoft Corp over 720 days. Microsoft Corp is related to or competes with Shift4 Payments, and Fortinet. Microsoft Corporation develops, licenses, and supports software, services, devices, and solutions worldwide

Microsoft Corp Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Microsoft Corp's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Microsoft Corp upside and downside potential and time the market with a certain degree of confidence.

Microsoft Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Microsoft Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Microsoft Corp's standard deviation. In reality, there are many statistical measures that can use Microsoft Corp historical prices to predict the future Microsoft Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Microsoft Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Microsoft Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
302.56303.67304.78
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Intrinsic
Valuation
LowReal ValueHigh
273.79331.50332.61
Details
Naive
Forecast
LowNext ValueHigh
310.91312.02313.14
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20 Analysts
Consensus
LowTarget PriceHigh
220.00322.42411.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Microsoft Corp. Your research has to be compared to or analyzed against Microsoft Corp's peers to derive any actionable benefits. When done correctly, Microsoft Corp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Microsoft Corp.

Microsoft Corp Backtested Returns

We consider Microsoft Corp very steady. Microsoft Corp has Sharpe Ratio of 0.13, which conveys that the firm had 0.13% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Microsoft Corp, which you can use to evaluate the future volatility of the firm. Please verify Microsoft Corp Risk Adjusted Performance of 0.0919, mean deviation of 0.8258, and Downside Deviation of 1.05 to check out if the risk estimate we provide is consistent with the expected return of 0.15%.
Microsoft Corp has performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.9375, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Microsoft's beta means in this case. Microsoft Corp returns are very sensitive to returns on the market. As the market goes up or down, Microsoft Corp is expected to follow. Although it is extremely important to respect Microsoft Corp price patterns, it is better to be realistic regarding the information on 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 Corp technical indicators, you can presently evaluate if the expected return of 0.15% will be sustainable into the future. Microsoft Corp right now secures a risk of 1.11%. Please verify Microsoft Corp value at risk, and the relationship between the jensen alpha and skewness to decide if Microsoft Corp will be following its current price movements.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.92   

Excellent predictability

Microsoft Corp has excellent predictability. Overlapping area represents the amount of predictability between Microsoft Corp time series from 28th of October 2019 to 22nd of October 2020 and 22nd of October 2020 to 17th of October 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Microsoft Corp price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Microsoft Corp price fluctuation can be explain by its past prices.
Correlation Coefficient0.92
Spearman Rank Test0.88
Residual Average0.0
Price Variance914.07

Microsoft Corp lagged returns against current returns

Autocorrelation, which is Microsoft Corp stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Microsoft Corp's stock expected returns. We can calculate the autocorrelation of Microsoft Corp returns to help us make a trade decision. For example, suppose you find that Microsoft Corp stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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Microsoft Corp regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Microsoft Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Microsoft Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Microsoft Corp stock over time.
 Current vs Lagged Prices 
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Microsoft Corp Lagged Returns

When evaluating Microsoft Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Microsoft Corp stock have on its future price. Microsoft Corp autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Microsoft Corp autocorrelation shows the relationship between Microsoft Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Microsoft Corp.
 Regressed Prices 
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      Timeline 

Microsoft Corp Investors Sentiment

The influence of Microsoft Corp's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Microsoft. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - MSFT

Microsoft Corp Investor Sentiment

Majority of Macroaxis users are now bullish on Microsoft Corp. What is your trading attitude regarding investing in Microsoft Corp? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally, see Microsoft Corp Hype Analysis, Microsoft Corp Correlation, Microsoft Corp Valuation, Microsoft Corp Volatility, as well as analyze Microsoft Corp Alpha and Beta and Microsoft Corp Performance. Note that the Microsoft Corp information on this page should be used as a complementary analysis to other Microsoft Corp'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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for Microsoft Stock analysis

When running Microsoft Corp price analysis, check to measure Microsoft Corp'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 Corp is operating at the current time. Most of Microsoft Corp's value examination focuses on studying past and present price action to predict the probability of Microsoft Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Microsoft Corp's price. Additionally, you may evaluate how the addition of Microsoft Corp to your portfolios can decrease your overall portfolio volatility.
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Microsoft Corp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Microsoft Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Microsoft Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...