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.

Build AI portfolio with Microsoft Stock

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

0.92	BB	BlackBerry	Pair Corr
0.89	JG	Aurora Mobile	Pair Corr
0.94	MQ	Marqeta	Pair Corr
0.76	NN	Nextnav Acquisition Corp	Pair Corr
0.93	ZS	Zscaler	Pair Corr
0.74	VRAR	Glimpse Group	Pair Corr
0.96	VRNS	Varonis Systems	Pair Corr
0.68	VRNT	Verint Systems	Pair Corr
0.83	VRSN	VeriSign Earnings Call This Week	Pair Corr
0.61	EEFT	Euronet Worldwide	Pair Corr
0.66	EVTC	Evertec	Pair Corr
0.94	FFIV	F5 Networks	Pair Corr
0.77	FIVN	Five9 Inc	Pair Corr
0.89	FLYW	Flywire Corp	Pair Corr
0.61	BOX	Box Inc	Pair Corr
0.94	FOUR	Shift4 Payments	Pair Corr
0.87	DLO	Dlocal	Pair Corr
0.82	DOX	Amdocs	Pair Corr
0.94	GEN	Gen Digital	Pair Corr
0.92	MDB	MongoDB	Pair Corr
0.96	NET	Cloudflare	Pair Corr
0.92	ODD	ODDITY Tech	Pair Corr
0.95	PGY	Pagaya Technologies Upward Rally	Pair Corr

Moving against Microsoft Stock

0.93	VERI	Veritone Buyout Trend	Pair Corr
0.64	EXOD	Exodus Movement, Upward Rally	Pair Corr
0.77	HPAI	Helport AI Limited	Pair Corr
0.69	XBP	XBP Europe Holdings	Pair Corr

Related Correlations Analysis

	PLTR	CRWD	ORCL	CRWV	PANW	CORZ	ZETA	AI	BB	NET
PLTR		0.9	0.86	0.82	0.88	0.79	0.71	0.84	0.85	0.91	PLTR
CRWD	0.9		0.88	0.89	0.89	0.88	0.7	0.82	0.92	0.93	CRWD
ORCL	0.86	0.88		0.85	0.76	0.87	0.69	0.76	0.83	0.89	ORCL
CRWV	0.82	0.89	0.85		0.81	0.85	0.56	0.73	0.9	0.95	CRWV
PANW	0.88	0.89	0.76	0.81		0.8	0.76	0.76	0.88	0.87	PANW
CORZ	0.79	0.88	0.87	0.85	0.8		0.73	0.77	0.91	0.91	CORZ
ZETA	0.71	0.7	0.69	0.56	0.76	0.73		0.62	0.7	0.7	ZETA
AI	0.84	0.82	0.76	0.73	0.76	0.77	0.62		0.75	0.84	AI
BB	0.85	0.92	0.83	0.9	0.88	0.91	0.7	0.75		0.95	BB
NET	0.91	0.93	0.89	0.95	0.87	0.91	0.7	0.84	0.95		NET
	PLTR	CRWD	ORCL	CRWV	PANW	CORZ	ZETA	AI	BB	NET

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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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PLTR	2.69	0.67	0.17	0.70	3.54	(2.93)	7.27	(5.78)	19.31
CRWD	1.95	0.40	0.08	(1.49)	2.28	(2.15)	3.73	(4.21)	13.11
ORCL	1.91	0.77	0.43	0.93	1.03	(2.32)	4.65	(2.18)	16.01
CRWV	6.30	1.78	0.34	0.90	5.11	(7.96)	19.00	(9.13)	42.39
PANW	1.43	0.06	0.02	0.22	2.11	(1.39)	2.87	(3.45)	11.38
CORZ	3.54	0.81	0.23	0.48	3.61	(3.97)	8.29	(5.02)	50.62
ZETA	2.80	0.13	0.09	0.24	2.75	(2.97)	6.81	(4.48)	25.43
AI	2.64	0.25	0.14	0.33	2.25	(3.74)	5.28	(4.06)	26.86
BB	1.96	0.43	0.08	(0.77)	1.97	(2.25)	3.79	(3.08)	17.71
NET	1.71	0.75	0.26	0.90	1.76	(1.98)	5.61	(4.95)	13.55

Microsoft Corporate Management

Hossein Nowbar	Chief Officer	Profile
Brett Iversen	Vice Relations	Profile
Christopher Young	Strategy Development	Profile
Takeshi Numoto	Executive Officer	Profile

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