Microsoft Stock Performance
| MSFT Stock | USD 405.72 4.02 1.00% |
The company secures a Beta (Market Risk) of 0.84, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Microsoft's returns are expected to increase less than the market. However, during the bear market, the loss of holding Microsoft is expected to be smaller as well. At this point, Microsoft has a negative expected return of -0.13%. Please make sure to verify Microsoft's total risk alpha, as well as the relationship between the kurtosis and day typical price , to decide if Microsoft performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Microsoft has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Stock's technical and fundamental indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
Actual Historical Performance (%)
One Day Return 1 | Five Day Return (0.05) | Year To Date Return 9.4 | Ten Year Return 767.66 | All Time Return 417.2 K |
Forward Dividend Yield 0.0075 | Payout Ratio 0.254 | Last Split Factor 2:1 | Forward Dividend Rate 3 | Dividend Date 2024-09-12 |
| Microsoft dividend paid on 13th of June 2024 | 06/13/2024 |
1 | Apple Loop Latest iPhone 16 Pro Leaks, iPad Pro Improvements, iPhone 16 Launch Dates | 07/19/2024 |
2 | Theres a scary new way to undo Windows security patches | 08/27/2024 |
3 | Californialawmakers pass controversial AI bill opposed by most of tech industry | 08/28/2024 |
4 | ChatGPT has doubled its weekly active users to 200 million | 08/29/2024 |
5 | Disposition of 38000 shares by Amy Hood of Microsoft at 410.5472 subject to Rule 16b-3 | 09/05/2024 |
6 | The AI supercycle is just beginning AMD CEO | 09/09/2024 |
| Begin Period Cash Flow | 34.7 B |
Microsoft |
Microsoft Relative Risk vs. Return Landscape
If you would invest 44,027 in Microsoft on June 12, 2024 and sell it today you would lose (3,455) from holding Microsoft or give up 7.85% of portfolio value over 90 days. Microsoft is currently does not generate positive expected returns and assumes 1.227% risk (volatility on return distribution) over the 90 days horizon. In different words, 10% of stocks are less volatile than Microsoft, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Microsoft Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Microsoft's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Microsoft, and traders can use it to determine the average amount a Microsoft's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.103
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MSFT |
Estimated Market Risk
| 1.23 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Microsoft is not performing at its full potential. However, 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 Microsoft to a well-diversified portfolio.
Microsoft Fundamentals Growth
Microsoft Stock prices reflect investors' perceptions of the future prospects and financial health of Microsoft, and Microsoft fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Microsoft Stock performance.
| Return On Equity | 0.37 | ||||
| Return On Asset | 0.15 | ||||
| Profit Margin | 0.36 % | ||||
| Operating Margin | 0.43 % | ||||
| Current Valuation | 2.98 T | ||||
| Shares Outstanding | 7.43 B | ||||
| Price To Earning | 26.64 X | ||||
| Price To Book | 11.12 X | ||||
| Price To Sales | 12.18 X | ||||
| Revenue | 245.12 B | ||||
| Gross Profit | 165.36 B | ||||
| EBITDA | 131.72 B | ||||
| Net Income | 88.14 B | ||||
| Cash And Equivalents | 34.7 B | ||||
| Cash Per Share | 14.39 X | ||||
| Total Debt | 97.85 B | ||||
| Debt To Equity | 0.44 % | ||||
| Current Ratio | 1.84 X | ||||
| Book Value Per Share | 36.12 X | ||||
| Cash Flow From Operations | 118.55 B | ||||
| Earnings Per Share | 11.81 X | ||||
| Market Capitalization | 2.99 T | ||||
| Total Asset | 512.16 B | ||||
| Retained Earnings | 173.14 B | ||||
| Working Capital | 34.45 B | ||||
| Current Asset | 139.66 B | ||||
| Current Liabilities | 59.36 B | ||||
About Microsoft Performance
Assessing Microsoft's fundamental ratios provides investors with valuable insights into Microsoft's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Microsoft is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | 6.14 | 5.83 | |
| Return On Tangible Assets | 0.24 | 0.22 | |
| Return On Capital Employed | 0.28 | 0.36 | |
| Return On Assets | 0.17 | 0.20 | |
| Return On Equity | 0.33 | 0.24 |
Things to note about Microsoft performance evaluation
Checking the ongoing alerts about Microsoft for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Microsoft help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Microsoft generated a negative expected return over the last 90 days | |
| Microsoft has a strong financial position based on the latest SEC filings | |
| About 74.0% of the company shares are owned by institutional investors | |
| Latest headline from finance.yahoo.com: The AI supercycle is just beginning AMD CEO |
- Analyzing Microsoft's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Microsoft's stock is overvalued or undervalued compared to its peers.
- Examining Microsoft's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Microsoft's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Microsoft's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Microsoft's stock. These opinions can provide insight into Microsoft's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Microsoft Stock Analysis
When running Microsoft's price analysis, check to measure Microsoft'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 is operating at the current time. Most of Microsoft's value examination focuses on studying past and present price action to predict the probability of Microsoft's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Microsoft's price. Additionally, you may evaluate how the addition of Microsoft to your portfolios can decrease your overall portfolio volatility.