Microsoft (UK) Market Value

0QYP Stock   406.00  3.50  0.85%   
Microsoft's market value is the price at which a share of Microsoft trades on a public exchange. It measures the collective expectations of Microsoft investors about its performance. Microsoft is selling for under 406.00 as of the 17th of February 2025; that is 0.85% down since the beginning of the trading day. The stock's lowest day price was 406.0.
With this module, you can estimate the performance of a buy and hold strategy of Microsoft and determine expected loss or profit from investing in Microsoft over a given investment horizon. Check out Microsoft Correlation, Microsoft Volatility and Microsoft Alpha and Beta module to complement your research on Microsoft.
For more information on how to buy Microsoft Stock please use our How to Invest in Microsoft guide.
Symbol

Please note, there is a significant difference between Microsoft's value and its price as these two are different measures arrived at by different means. Investors typically determine if Microsoft is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Microsoft'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 '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'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.
0.00
07/28/2023
No Change 0.00  0.0 
In 1 year 6 months and 24 days
02/17/2025
0.00
If you would invest  0.00  in Microsoft on July 28, 2023 and sell it all today you would earn a total of 0.00 from holding Microsoft or generate 0.0% return on investment in Microsoft over 570 days. Microsoft is related to or competes with CAP LEASE, Jacquet Metal, Critical Metals, Blackrock World, Eastinco Mining, AMG Advanced, and Central Asia. More

Microsoft 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'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 upside and downside potential and time the market with a certain degree of confidence.

Microsoft Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Microsoft's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Microsoft's standard deviation. In reality, there are many statistical measures that can use Microsoft historical prices to predict the future Microsoft's volatility.
Hype
Prediction
LowEstimatedHigh
405.24407.05408.86
Details
Intrinsic
Valuation
LowRealHigh
350.37352.18446.60
Details
Naive
Forecast
LowNextHigh
383.04384.85386.67
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
394.70425.79456.87
Details

Microsoft Backtested Returns

Microsoft has Sharpe Ratio of -0.0296, which conveys that the firm had a -0.0296 % return per unit of risk over the last 3 months. Microsoft exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Microsoft's Mean Deviation of 1.2, risk adjusted performance of (0.01), and Standard Deviation of 1.81 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.65, 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 -0.054%. Please make sure to verify Microsoft's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Microsoft performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.1  

Very weak reverse predictability

Microsoft has very weak reverse predictability. Overlapping area represents the amount of predictability between Microsoft time series from 28th of July 2023 to 8th of May 2024 and 8th of May 2024 to 17th of February 2025. 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 price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Microsoft price fluctuation can be explain by its past prices.
Correlation Coefficient-0.1
Spearman Rank Test-0.04
Residual Average0.0
Price Variance244.29
Microsoft ReturnsMicrosoft Lagged ReturnsDiversified AwayMicrosoft ReturnsMicrosoft Lagged ReturnsDiversified Away100%

Microsoft lagged returns against current returns

Autocorrelation, which is Microsoft 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's stock expected returns. We can calculate the autocorrelation of Microsoft returns to help us make a trade decision. For example, suppose you find that Microsoft 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 price movement to match the lagging time series.
   Current and Lagged Values   
JavaScript chart by amCharts 3.21.15JulSepNov2025-5%0%5%10%15%20%25% 101001K
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Microsoft 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Microsoft stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Microsoft stock over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15JulSepNov2025300320340360380400420
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Microsoft Lagged Returns

When evaluating Microsoft's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Microsoft stock have on its future price. Microsoft 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 autocorrelation shows the relationship between Microsoft stock current value and its past values and can show if there is a momentum factor associated with investing in Microsoft.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Oct2024AprJulOct2025300320340360380400420440460
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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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.