Microsoft Stock Alpha and Beta Analysis


USD 292.85  1.53  0.53%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Microsoft Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Microsoft Corp over a specified time horizon. Remember, high Microsoft Corp's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Additionally, see Microsoft Corp Backtesting, Microsoft Corp Valuation, Microsoft Corp Correlation, Microsoft Corp Hype Analysis, Microsoft Corp Volatility, Microsoft Corp History and analyze Microsoft Corp Performance.
Please note that although Microsoft Corp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Microsoft Corp did 0.07  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Microsoft Corp stock's relative risk over its benchmark. Microsoft Corp has a beta of 1.38  . Let's try to break down what Microsoft's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Microsoft Corp will likely underperform.
Enterprise Value is likely to gain to about 2025.6 B in 2022, whereas Book Value per Share is likely to drop 19.01 in 2022.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Microsoft Corp Quarterly Book Value per Share


Microsoft Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Microsoft Corp market risk premium is the additional return an investor will receive from holding Microsoft Corp long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Microsoft Corp. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Microsoft Corp's performance over market.
α0.07   β1.38
90 days against DJI

Microsoft Corp expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Microsoft Corp's Buy-and-hold return. Our buy-and-hold chart shows how Microsoft Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Microsoft Corp Market Price Analysis

Market price analysis indicators help investors to evaluate how Microsoft Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Microsoft Corp shares will generate the highest return on investment. By understating and applying Microsoft Corp stock market price indicators, traders can identify Microsoft Corp position entry and exit signals to maximize returns.

Microsoft Corp Return and Market Media

The median price of Microsoft Corp for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 264.23 with a coefficient of variation of 4.77. The daily time series for the period is distributed with a sample standard deviation of 12.65, arithmetic mean of 265.28, and mean deviation of 10.2. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
US Stocks Wall Street rises as growth stocks gain after two ...05/20/2022
Financial Statements06/02/2022
Acquisition by List Teri of tradable shares of Microsoft Cor...06/10/2022
Acquisition by Jolla Alice L of 116 shares of Microsoft Corp...06/14/2022
Acquisition by Sandra Peterson of 361 shares of Microsoft Co...06/15/2022
US stock market latest news SP 500, Nasdaq remain volatile a...06/28/2022
EPS Estimate06/30/2022
Recession fears pull futures lower - WTVB07/05/2022
Top 5 2nd Quarter Trades of State of Alaska, Department of R...07/08/2022
Dollars Record Strength Adding to Turbulence Threatening Sto...07/14/2022
US STOCKS-Futures rise as Apple ekes out gains as earnings g...07/19/2022
Bill Gates Gives 5 Billion of Canadian National Stock to Fou...07/22/2022
EPS Reported07/26/2022
Alphabet, Microsoft boost US stocks as market waits on Fed -...07/27/2022
Is Microsoft Stock a Buy - The Motley Fool08/05/2022
EPS Estimate08/12/2022
Wall Street climbs, adding to recent gains as megacaps rise ...08/15/2022

About Microsoft Corp Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Microsoft or other stocks. Alpha measures the amount that position in Microsoft Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2018 2021 2022 (projected)
Long Term Debt to Equity0.650.280.33
Interest Coverage325.19373.97392.46

Microsoft Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Microsoft Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Microsoft Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Microsoft Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Microsoft Corp. Please utilize our Beneish M Score to check the likelihood of Microsoft Corp's management manipulating its earnings.
Upcoming Quarterly Report25th of January 2022
Next Financial Report26th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End26th of July 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Additionally, see Microsoft Corp Backtesting, Microsoft Corp Valuation, Microsoft Corp Correlation, Microsoft Corp Hype Analysis, Microsoft Corp Volatility, Microsoft Corp History and analyze 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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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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...