Microsoft (Germany) Performance

MSF Stock  EUR 431.50  4.10  0.94%   
On a scale of 0 to 100, Microsoft holds a performance score of 20. The company secures a Beta (Market Risk) of -0.0336, 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. Please check Microsoft's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Microsoft's current price movements will revert.

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Microsoft are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile technical and fundamental indicators, Microsoft exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
Begin Period Cash Flow14.2 B
Free Cash Flow65.1 B
  

Microsoft Relative Risk vs. Return Landscape

If you would invest  33,944  in Microsoft on April 25, 2025 and sell it today you would earn a total of  9,206  from holding Microsoft or generate 27.12% return on investment over 90 days. Microsoft is generating 0.392% of daily returns assuming 1.4857% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than Microsoft, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Microsoft is expected to generate 1.91 times more return on investment than the market. However, the company is 1.91 times more volatile than its market benchmark. It trades about 0.26 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.25 per unit of 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 = 0.2639

Best PortfolioBest Equity
Good Returns
Average Returns
Small ReturnsMSF
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative Returns

Estimated Market Risk

 1.49
  actual daily
13
87% of assets are more volatile

Expected Return

 0.39
  actual daily
7
93% of assets have higher returns

Risk-Adjusted Return

 0.26
  actual daily
20
80% of assets perform better
Based on monthly moving average Microsoft is performing at about 20% of its full potential. 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 it 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.

About Microsoft Performance

By analyzing Microsoft's fundamental ratios, stakeholders can gain valuable insights into Microsoft's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Microsoft has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Microsoft has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.

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.
Evaluating Microsoft's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Microsoft's stock performance include:
  • 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.
It's essential to remember that evaluating Microsoft's stock performance is not an exact science, and many factors can impact Microsoft's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Complementary Tools for Microsoft Stock analysis

When running Microsoft's price analysis, check to measure Microsoft's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Microsoft is operating at the current time. Most of Microsoft's value examination focuses on studying past and present price action to predict the probability of Microsoft's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Microsoft's price. Additionally, you may evaluate how the addition of Microsoft to your portfolios can decrease your overall portfolio volatility.
Money Managers
Screen money managers from public funds and ETFs managed around the world
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Sectors
List of equity sectors categorizing publicly traded companies based on their primary business activities
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities