Microsoft (Brazil) Market Value

MSFT34 Stock  BRL 111.48  0.48  0.43%   
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 trading at 111.48 as of the 12th of December 2024, a 0.43% down since the beginning of the trading day. The stock's open price was 111.96.
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 information on how to trade Microsoft Stock refer to our How to Trade Microsoft Stock 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
11/12/2024
No Change 0.00  0.0 
In 31 days
12/12/2024
0.00
If you would invest  0.00  in Microsoft on November 12, 2024 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 30 days. Microsoft is related to or competes with Micron Technology, Nordon Indstrias, Metalurgica Gerdau, Charter Communications, Unifique Telecomunicaes, T Mobile, and Unity Software. Microsoft Corporation develops, licenses, and supports software, services, devices, and solutions worldwide 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
110.02111.48112.94
Details
Intrinsic
Valuation
LowRealHigh
88.6390.09122.63
Details
Naive
Forecast
LowNextHigh
113.74115.20116.66
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
99.15107.56115.96
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Microsoft. Your research has to be compared to or analyzed against Microsoft's peers to derive any actionable benefits. When done correctly, Microsoft's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Microsoft.

Microsoft Backtested Returns

At this point, Microsoft is very steady. Microsoft has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Microsoft, which you can use to evaluate the volatility of the firm. Please verify Microsoft's Risk Adjusted Performance of 0.1356, mean deviation of 1.09, and Downside Deviation of 1.54 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Microsoft has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0637, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Microsoft are expected to decrease at a much lower rate. During the bear market, Microsoft is likely to outperform the market. Microsoft right now secures a risk of 1.46%. Please verify Microsoft downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to decide if Microsoft will be following its current price movements.

Auto-correlation

    
  -0.06  

Very weak reverse predictability

Microsoft has very weak reverse predictability. Overlapping area represents the amount of predictability between Microsoft time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 2024. 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 -0.06 indicates that barely 6.0% of current Microsoft price fluctuation can be explain by its past prices.
Correlation Coefficient-0.06
Spearman Rank Test0.04
Residual Average0.0
Price Variance10.15

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   
       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   
       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   
       Timeline  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Additional Information and Resources on Investing in Microsoft Stock

When determining whether Microsoft is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Microsoft Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Microsoft Stock. Highlighted below are key reports to facilitate an investment decision about Microsoft Stock:
Check out Microsoft Correlation, Microsoft Volatility and Microsoft Alpha and Beta module to complement your research on Microsoft.
For information on how to trade Microsoft Stock refer to our How to Trade Microsoft Stock guide.
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Microsoft 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 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Microsoft 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...