Microsoft (Chile) Performance
| MSFT Stock | USD 409.10 0.00 0.00% |
The company secures a Beta (Market Risk) of 1.09, which conveys a somewhat significant risk relative to the market. Microsoft returns are very sensitive to returns on the market. As the market goes up or down, Microsoft is expected to follow. At this point, Microsoft has a negative expected return of -0.12%. Please make sure to verify Microsoft's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Microsoft performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Microsoft has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Stock's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors. ...more
| Begin Period Cash Flow | 14.2 B | |
| Total Cashflows From Investing Activities | -30.3 B |
Microsoft |
Microsoft Relative Risk vs. Return Landscape
If you would invest 41,557 in Microsoft on November 19, 2024 and sell it today you would lose (647.00) from holding Microsoft or give up 1.56% of portfolio value over 90 days. Microsoft is generating negative expected returns and assumes 2.7811% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Microsoft, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Microsoft Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Microsoft's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Microsoft, and traders can use it to determine the average amount a Microsoft's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.044
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MSFT |
Estimated Market Risk
| 2.78 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Microsoft is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Microsoft by adding Microsoft to a well-diversified portfolio.
Microsoft Fundamentals Growth
Microsoft Stock prices reflect investors' perceptions of the future prospects and financial health of Microsoft, and Microsoft fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Microsoft Stock performance.
| Return On Equity | 0.39 | |||
| Return On Asset | 0.15 | |||
| Profit Margin | 0.33 % | |||
| Operating Margin | 0.41 % | |||
| Current Valuation | 1.78 T | |||
| Shares Outstanding | 7.44 B | |||
| Price To Earning | 27.85 X | |||
| Price To Book | 9.85 X | |||
| Price To Sales | 9.44 X | |||
| Revenue | 198.27 B | |||
| EBITDA | 97.84 B | |||
| Cash And Equivalents | 133.82 B | |||
| Cash Per Share | 17.51 X | |||
| Total Debt | 47.03 B | |||
| Debt To Equity | 83.90 % | |||
| Book Value Per Share | 24.59 X | |||
| Cash Flow From Operations | 89.03 B | |||
| Earnings Per Share | 9.00 X | |||
| Total Asset | 364.84 B | |||
About Microsoft Performance
By examining Microsoft's fundamental ratios, stakeholders can obtain critical insights into Microsoft's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Microsoft is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Microsoft Corporation develops, licenses, and supports software, services, devices, and solutions worldwide. The company was founded in 1975 and is headquartered in Redmond, Washington. MICROSOFT CORP operates under Software - Infrastructure classification in Exotistan and is traded on Commodity Exchange.Things to note about Microsoft performance evaluation
Checking the ongoing alerts about Microsoft for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Microsoft help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Microsoft is not yet fully synchronised with the market data | |
| Microsoft generated a negative expected return over the last 90 days | |
| Microsoft has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 74.0% of the company shares are owned by institutional investors |
- Analyzing Microsoft's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Microsoft's stock is overvalued or undervalued compared to its peers.
- Examining Microsoft's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Microsoft's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Microsoft's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Microsoft's stock. These opinions can provide insight into Microsoft's potential for growth and whether the stock is currently undervalued or overvalued.
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 Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.