Microsoft Corp Cdr Stock Market Value

MSFT Stock   28.21  0.68  2.47%   
Microsoft Corp's market value is the price at which a share of Microsoft Corp trades on a public exchange. It measures the collective expectations of Microsoft Corp CDR investors about its performance. Microsoft Corp is trading at 28.21 as of the 16th of March 2025, a 2.47% increase since the beginning of the trading day. The stock's lowest day price was 27.7.
With this module, you can estimate the performance of a buy and hold strategy of Microsoft Corp CDR and determine expected loss or profit from investing in Microsoft Corp over a given investment horizon. Check out Microsoft Corp Correlation, Microsoft Corp Volatility and Microsoft Corp Alpha and Beta module to complement your research on Microsoft Corp.
Symbol

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 if Microsoft Corp is a good investment 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
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Microsoft Corp on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Microsoft Corp CDR or generate 0.0% return on investment in Microsoft Corp over 90 days. Microsoft Corp is related to or competes with Sun Life, CI Financial, Thunderbird Entertainment, Definity Financial, E L, Accord Financial, and Canso Credit. Microsoft Corp is entity of Canada. It is traded as Stock on NEO exchange. 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 CDR 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.
Hype
Prediction
LowEstimatedHigh
26.6228.2129.80
Details
Intrinsic
Valuation
LowRealHigh
27.6829.2730.86
Details
Naive
Forecast
LowNextHigh
26.0027.5929.18
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
27.1729.8232.47
Details

Microsoft Corp CDR Backtested Returns

Microsoft Corp CDR has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15 % return per unit of risk over the last 3 months. Microsoft Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Microsoft Corp's Mean Deviation of 1.08, standard deviation of 1.56, and Risk Adjusted Performance of (0.11) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Microsoft Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Microsoft Corp is expected to be smaller as well. At this point, Microsoft Corp CDR has a negative expected return of -0.23%. Please make sure to verify Microsoft Corp's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Microsoft Corp CDR performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.1  

Very weak reverse predictability

Microsoft Corp CDR has very weak reverse predictability. Overlapping area represents the amount of predictability between Microsoft Corp time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Corp CDR price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Microsoft Corp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.1
Spearman Rank Test0.16
Residual Average0.0
Price Variance0.77

Microsoft Corp CDR 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 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   
       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   
       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 CDR.
   Regressed Prices   
       Timeline  

Pair Trading with Microsoft Corp

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Microsoft Corp position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Microsoft Corp will appreciate offsetting losses from the drop in the long position's value.

Moving together with Microsoft Stock

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  0.69NVDA NVIDIA CDRPairCorr
  0.89TSLA Tesla Inc CDRPairCorr

Moving against Microsoft Stock

  0.35INTC INTEL CDRPairCorr
The ability to find closely correlated positions to Microsoft Corp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Microsoft Corp when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Microsoft Corp - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Microsoft Corp CDR to buy it.
The correlation of Microsoft Corp is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Microsoft Corp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Microsoft Corp CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Microsoft Corp can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Other Information on Investing in Microsoft Stock

Microsoft Corp financial ratios help investors to determine whether Microsoft Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Microsoft with respect to the benefits of owning Microsoft Corp security.