Microsoft Stock Alpha and Beta Analysis

MSFT -  USA Stock  

USD 267.70  8.84  3.42%

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 0.038813  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 1.40  . 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.
Microsoft Corp Price to Book Value is comparatively stable at the moment as compared to the past year. Microsoft Corp reported Price to Book Value of 16.53 in 2021. Enterprise Value is likely to gain to about 2459.5 B in 2022, whereas Book Value per Share is likely to drop 17.89 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.
α0.038813   β1.40
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 Sun, Mar 27, 2022 and Sat, Jun 25, 2022 is 273.39 with a coefficient of variation of 7.03. The daily time series for the period is distributed with a sample standard deviation of 19.41, arithmetic mean of 276.08, and mean deviation of 15.82. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
EPS Estimate03/31/2022
Payment of 177 shares by Jolla Alice L of Microsoft Corp sub...04/19/2022
Armys 22 Billion Spending Estimate for Microsoft Goggles Ris...04/22/2022
EPS Reported04/26/2022
SP 500 ends higher, supported by Microsoft - Reuters04/27/2022
US STOCKS-Futures signal more selling on Wall Street - Yahoo...05/12/2022
US STOCKS-Futures climb as technology and growth stocks rebo...05/17/2022
U.S. stock futures rebound after flirting with bear market -...05/23/2022
Wall Street rallies, snaps longest weekly losing streak in d...05/27/2022
Financial Statements06/02/2022
Wejo stock soars in active trading after expanding Microsoft...06/09/2022
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
Stock Market News for Jun 24, 2022 - Nasdaq06/24/2022

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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.
 2017 2018 2021 (projected)
Long Term Debt to Equity0.870.650.32
Interest Coverage67.55325.19373.97

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

Build Portfolio with Microsoft Corp

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

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.
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
CEO Directory
Screen CEOs from public companies around the world
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Equity Valuation
Check real value of public entities based on technical and fundamental data
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...