Microsoft Stock Market Value

MSFT
 Stock
  

USD 290.17  1.15  0.39%   

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 Correlation, Microsoft Corp Volatility and Microsoft Corp Alpha and Beta module to complement your research on Microsoft Corp.
Symbol


Is Microsoft Corp's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Microsoft Corp. If investors know Microsoft will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Microsoft Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.031
Market Capitalization
2172.6 B
Quarterly Revenue Growth YOY
0.12
Return On Assets
0.15
Return On Equity
0.47
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's underlying business (such as a 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
07/20/2022
No Change 0.00  0.0 
In 30 days
08/19/2022
0.00
If you would invest  0.00  in Microsoft Corp on July 20, 2022 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 30 days. Microsoft Corp is related to or competes with Mckesson Corp, Ideanomics, JP Morgan, Johnson Johnson, Home Depot, Chevron Corp, and ATT. Microsoft Corporation develops, licenses, and supports software, services, devices, and solutions worldwide More

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
288.53290.52292.51
Details
Intrinsic
Valuation
LowReal ValueHigh
261.15317.07319.06
Details
Naive
Forecast
LowNext ValueHigh
294.65296.64298.63
Details
23 Analysts
Consensus
LowTarget PriceHigh
236.60355.32410.00
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

Microsoft Corp appears to be very steady, given 3 months investment horizon. Microsoft Corp has Sharpe Ratio of 0.1, which conveys that the firm had 0.1% 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 exercise Microsoft Corp's Downside Deviation of 1.98, mean deviation of 1.55, and Risk Adjusted Performance of 0.1165 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Microsoft Corp holds a performance score of 7. The company secures a Beta (Market Risk) of 1.3773, which conveys a somewhat significant risk relative to the market. 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. Although it is important to respect Microsoft Corp price patterns, it is better to be realistic regarding the information on the equity's 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 0.2% will be sustainable into the future. Please exercises Microsoft Corp value at risk, and the relationship between the jensen alpha and skewness to make a quick decision on whether Microsoft Corp current price movements will revert.

Auto-correlation

    
  0.73  

Good predictability

Microsoft Corp has good predictability. Overlapping area represents the amount of predictability between Microsoft Corp time series from 20th of July 2022 to 4th of August 2022 and 4th of August 2022 to 19th of August 2022. 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 0.73 indicates that around 73.0% of current Microsoft Corp price fluctuation can be explain by its past prices.
Correlation Coefficient0.73
Spearman Rank Test0.73
Residual Average0.0
Price Variance19.66

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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       Timeline  

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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       Timeline  

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   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Microsoft Corp without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, see Microsoft Corp Correlation, Microsoft Corp Volatility and Microsoft Corp Alpha and Beta module to complement your research on Microsoft Corp. 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 Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

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...