Microsoft Correlations

MSFT Stock

USD 486.85 1.93 0.40%

The current 90-days correlation between Microsoft and Apple Inc is 0.13 (i.e., Average 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

Weak diversification

The correlation between Microsoft and DJI is 0.36 (i.e., 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 price.

For more information on how to buy Microsoft Stock please use our How to Invest in Microsoft guide.

Moving together with Microsoft Stock

0.76	S	SentinelOne	Pair Corr
0.84	GTLB	Gitlab Inc	Pair Corr
0.65	BA	Boeing	Pair Corr
0.62	PG	Procter Gamble	Pair Corr

Moving against Microsoft Stock

0.85	MTC	MMTEC Inc Tech Boost	Pair Corr
0.62	AAPL	Apple Inc	Pair Corr
0.62	JBHT	JB Hunt Transport	Pair Corr
0.6	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.59	NHIC	NewHold Investment Corp	Pair Corr
0.56	PTAIY	Astra International Tbk	Pair Corr
0.54	EC	Ecopetrol SA ADR	Pair Corr
0.49	PUTKY	United Tractors Tbk	Pair Corr
0.37	PHJMF	PT Hanjaya Mandala	Pair Corr
0.77	MRK	Merck Company Aggressive Push	Pair Corr
0.75	DD	Dupont De Nemours	Pair Corr
0.73	CSCO	Cisco Systems Sell-off Trend	Pair Corr
0.64	KO	Coca Cola	Pair Corr
0.6	AA	Alcoa Corp Sell-off Trend	Pair Corr
0.59	CAT	Caterpillar	Pair Corr
0.55	AXP	American Express	Pair Corr
0.42	PFE	Pfizer Inc	Pair Corr
0.37	IBM	International Business	Pair Corr

Related Correlations Analysis

	AAPL	GOOGL	NVDA	ORCL	SPSC	FTNT	DOCN	GDDY	RPD
AAPL		0.92	0.04	-0.87	-0.78	-0.38	0.73	-0.6	-0.67	AAPL
GOOGL	0.92		-0.14	-0.91	-0.81	-0.52	0.8	-0.67	-0.71	GOOGL
NVDA	0.04	-0.14		0.24	-0.04	0.46	-0.04	0.06	0.06	NVDA
ORCL	-0.87	-0.91	0.24		0.82	0.67	-0.75	0.74	0.81	ORCL
SPSC	-0.78	-0.81	-0.04	0.82		0.55	-0.74	0.53	0.88	SPSC
FTNT	-0.38	-0.52	0.46	0.67	0.55		-0.5	0.56	0.71	FTNT
DOCN	0.73	0.8	-0.04	-0.75	-0.74	-0.5		-0.65	-0.79	DOCN
GDDY	-0.6	-0.67	0.06	0.74	0.53	0.56	-0.65		0.67	GDDY
RPD	-0.67	-0.71	0.06	0.81	0.88	0.71	-0.79	0.67		RPD
	AAPL	GOOGL	NVDA	ORCL	SPSC	FTNT	DOCN	GDDY	RPD

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

GOOGL	+ 0.92	AAPL
RPD	+ 0.88	SPSC
SPSC	+ 0.82	ORCL
RPD	+ 0.81	ORCL
DOCN	+ 0.8	GOOGL
GDDY	+ 0.74	ORCL

High negative correlations

ORCL	- 0.91	GOOGL
ORCL	- 0.87	AAPL
SPSC	- 0.81	GOOGL
RPD	- 0.79	DOCN
SPSC	- 0.78	AAPL
DOCN	- 0.75	ORCL

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
AAPL	0.84	0.10	0.09	0.18	0.86	(0.92)	2.16	(1.56)	7.76
GOOGL	1.46	0.25	0.16	0.29	1.30	(1.68)	3.53	(2.37)	9.53
NVDA	1.88	0.02	0.01	0.08	2.31	(1.91)	3.93	(3.81)	9.61
ORCL	2.60	(0.63)	0.00	(2.50)	0.00	0.00	4.02	(6.58)	17.15
SPSC	1.60	(0.24)	0.00	(0.22)	0.00	0.00	2.42	(2.64)	24.69
FTNT	1.27	(0.10)	0.00	(0.04)	0.00	0.00	1.87	(3.65)	8.99
DOCN	2.99	0.42	0.15	0.33	2.75	(3.59)	7.17	(4.19)	24.58
GDDY	1.14	(0.25)	0.00	(0.28)	0.00	0.00	2.12	(3.27)	8.52
RPD	1.98	(0.42)	0.00	(0.35)	0.00	0.00	3.77	(4.51)	24.88

Microsoft Corporate Management

Hossein Nowbar	Chief Officer	Profile
Christopher Young	Strategy Development	Profile
Takeshi Numoto	Executive Officer	Profile
Rajesh Jha	Executive Devices	Profile
Judson Althoff	Executive Business	Profile

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