Microsoft Correlations

MSFT Stock  USD 511.70  6.08  1.20%   
The current 90-days correlation between Microsoft and Palantir Technologies Class is 0.28 (i.e., Modest diversification). The correlation of Microsoft 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 correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Microsoft Correlation With Market

Very weak diversification

The correlation between Microsoft and DJI is 0.59 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Microsoft and DJI in the same portfolio, assuming nothing else is changed.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Microsoft. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.
For more information on how to buy Microsoft Stock please use our How to Invest in Microsoft guide.

Moving together with Microsoft Stock

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  0.76NN Nextnav Acquisition CorpPairCorr
  0.93ZS ZscalerPairCorr
  0.74VRAR Glimpse GroupPairCorr
  0.96VRNS Varonis SystemsPairCorr
  0.68VRNT Verint SystemsPairCorr
  0.83VRSN VeriSign Earnings Call This WeekPairCorr
  0.61EEFT Euronet WorldwidePairCorr
  0.66EVTC EvertecPairCorr
  0.94FFIV F5 NetworksPairCorr
  0.77FIVN Five9 IncPairCorr
  0.89FLYW Flywire CorpPairCorr
  0.61BOX Box IncPairCorr
  0.94FOUR Shift4 PaymentsPairCorr
  0.87DLO DlocalPairCorr
  0.82DOX AmdocsPairCorr
  0.94GEN Gen DigitalPairCorr
  0.92MDB MongoDBPairCorr
  0.96NET CloudflarePairCorr
  0.92ODD ODDITY TechPairCorr
  0.95PGY Pagaya Technologies Upward RallyPairCorr

Moving against Microsoft Stock

  0.93VERI Veritone Buyout TrendPairCorr
  0.64EXOD Exodus Movement, Upward RallyPairCorr
  0.77HPAI Helport AI LimitedPairCorr
  0.69XBP XBP Europe HoldingsPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Microsoft Stock performing well and Microsoft Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Microsoft's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
PLTR  2.69  0.67  0.17  0.70  3.54 
 7.27 
 19.31 
CRWD  1.95  0.40  0.08 (1.49) 2.28 
 3.73 
 13.11 
ORCL  1.91  0.77  0.43  0.93  1.03 
 4.65 
 16.01 
CRWV  6.30  1.78  0.34  0.90  5.11 
 19.00 
 42.39 
PANW  1.43  0.06  0.02  0.22  2.11 
 2.87 
 11.38 
CORZ  3.54  0.81  0.23  0.48  3.61 
 8.29 
 50.62 
ZETA  2.80  0.13  0.09  0.24  2.75 
 6.81 
 25.43 
AI  2.64  0.25  0.14  0.33  2.25 
 5.28 
 26.86 
BB  1.96  0.43  0.08 (0.77) 1.97 
 3.79 
 17.71 
NET  1.71  0.75  0.26  0.90  1.76 
 5.61 
 13.55 

Microsoft Corporate Management

Hossein NowbarChief OfficerProfile
Brett IversenVice RelationsProfile
Christopher YoungStrategy DevelopmentProfile
Takeshi NumotoExecutive OfficerProfile