Microsoft Correlations

MSF Stock

EUR 333.45 7.00 2.06%

The current 90-days correlation between Microsoft and Marie Brizard Wine is 0.13 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Microsoft moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Microsoft moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Microsoft Correlation With Market

Excellent diversification

The correlation between Microsoft and DJI is -0.67 (i.e., Excellent 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.

The ability to find closely correlated positions to Microsoft could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Microsoft when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Microsoft - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Microsoft to buy it.

Moving together with Microsoft Stock

0.75	ABL	Abbott Laboratories	Pair Corr
0.9	QCI	QUALCOMM	Pair Corr
0.62	BNB	BAYAN RESOURCES	Pair Corr
0.87	BNB	BAYAN RESOURCES	Pair Corr
0.7	3IB	INDO TAMBANGRAYA	Pair Corr

Moving against Microsoft Stock

0.95	TOTB	TotalEnergies SE	Pair Corr
0.93	RHO	ROCHE HLDG	Pair Corr
0.93	NOT	NOVARTIS N	Pair Corr
0.9	4I1	Philip Morris Intern	Pair Corr
0.89	6MK	Merck	Pair Corr
0.88	IUA	ASTRA GRAPHIA	Pair Corr
0.48	W8V	BANK OF CHINA	Pair Corr
0.33	HX1A	HEXINDO ADIPERKASA	Pair Corr
0.88	SUI	Sekisui Chemical	Pair Corr
0.88	WX6	National Health Investors	Pair Corr
0.87	KUO1	Kubota	Pair Corr
0.87	HY9H	SK hynix	Pair Corr
0.79	SV5	VISHAY PREC GRP	Pair Corr
0.78	7FW	TELLUSGRUPPEN AB	Pair Corr
0.6	INL	Intel	Pair Corr
0.5	30Z0	IPERIONX LTD SPADR10	Pair Corr
0.44	VDY	OneSpan	Pair Corr
0.43	0NH	Nomad Foods	Pair Corr
0.36	2WY	Wyndham Hotels Resorts	Pair Corr
0.93	DL8	Deluxe	Pair Corr
0.93	HYB	HOYA	Pair Corr
0.91	6MN	MARUHA NICHIRO P Split	Pair Corr
0.88	0YU	Yum China Holdings	Pair Corr

Related Correlations Analysis

	ERT	UE1	NEN0	AC8	AS7	QV5	BED
ERT		-0.57	-0.23	0.34	0.61	-0.4	0.34	ERT
UE1	-0.57		0.58	-0.52	-0.62	0.59	-0.47	UE1
NEN0	-0.23	0.58		-0.71	-0.21	0.19	-0.49	NEN0
AC8	0.34	-0.52	-0.71		0.39	-0.08	0.75	AC8
AS7	0.61	-0.62	-0.21	0.39		-0.44	0.48	AS7
QV5	-0.4	0.59	0.19	-0.08	-0.44		-0.12	QV5
BED	0.34	-0.47	-0.49	0.75	0.48	-0.12		BED
	ERT	UE1	NEN0	AC8	AS7	QV5	BED

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

BED	+ 0.75	AC8
AS7	+ 0.61	ERT
QV5	+ 0.59	UE1
NEN0	+ 0.58	UE1
BED	+ 0.48	AS7
AS7	+ 0.39	AC8

High negative correlations

AC8	- 0.71	NEN0
AS7	- 0.62	UE1
UE1	- 0.57	ERT
AC8	- 0.52	UE1
BED	- 0.49	NEN0
BED	- 0.47	UE1

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
ERT	0.18	(0.01)	0.00	0.52	0.00	0.00	0.52	(0.67)	2.13
UE1	2.26	0.26	0.07	0.66	2.52	(2.71)	4.44	(4.68)	18.18
NEN0	2.91	0.84	0.21	3.40	3.05	(3.86)	8.22	(3.11)	14.44
AC8	0.86	(0.24)	0.00	(0.28)	0.00	0.00	1.88	(2.47)	7.66
AS7	0.51	(0.07)	0.00	0.75	0.00	0.00	1.43	(1.76)	4.70
QV5	2.29	0.05	(0.01)	(0.93)	2.83	(3.50)	6.30	(6.57)	15.72
BED	0.90	(0.07)	0.00	(0.54)	0.00	0.00	1.79	(2.11)	8.24

Be your own money manager

Our tools can tell you how much better you can do entering a position in Microsoft without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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