MICROSOFT PORATION Performance
| 594918CD4 | 64.79 7.51 13.11% |
The bond owns a Beta (Systematic Risk) of -0.0071, 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.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in MICROSOFT PORATION are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, MICROSOFT sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 5.203 |
MICROSOFT |
MICROSOFT Relative Risk vs. Return Landscape
If you would invest 5,756 in MICROSOFT PORATION on April 20, 2025 and sell it today you would earn a total of 723.00 from holding MICROSOFT PORATION or generate 12.56% return on investment over 90 days. MICROSOFT PORATION is generating 0.2042% of daily returns and assumes 1.8747% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than MICROSOFT, and 96% 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 bonds, such as MICROSOFT PORATION, 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 = 0.1089
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Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.2 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average MICROSOFT is performing at about 8% 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.
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.