MICROSOFT PORATION Market Value
| 594918CE2 | 69.07 3.06 4.64% |
| Symbol | MICROSOFT |
MICROSOFT 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to MICROSOFT's bond what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of MICROSOFT.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in MICROSOFT on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding MICROSOFT PORATION or generate 0.0% return on investment in MICROSOFT over 30 days. MICROSOFT is related to or competes with SLR Investment, Black Hills, Sun Country, Toro, Sun Life, Saia, and Ryanair Holdings. More
MICROSOFT Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure MICROSOFT's bond current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess MICROSOFT PORATION upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.08 | |||
| Information Ratio | 0.0277 | |||
| Maximum Drawdown | 84.88 | |||
| Value At Risk | (15.86) | |||
| Potential Upside | 9.7 |
MICROSOFT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MICROSOFT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MICROSOFT's standard deviation. In reality, there are many statistical measures that can use MICROSOFT historical prices to predict the future MICROSOFT's volatility.| Risk Adjusted Performance | 0.0411 | |||
| Jensen Alpha | 0.3348 | |||
| Total Risk Alpha | (0.66) | |||
| Sortino Ratio | 0.0367 | |||
| Treynor Ratio | 2.08 |
MICROSOFT PORATION Backtested Returns
At this point, MICROSOFT is very steady. MICROSOFT PORATION retains Efficiency (Sharpe Ratio) of close to zero, which conveys that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for MICROSOFT, which you can use to evaluate the volatility of the bond. Please verify MICROSOFT's Market Risk Adjusted Performance of 2.09, mean deviation of 3.53, and Semi Deviation of 6.1 to check out if the risk estimate we provide is consistent with the expected return of 0.008%. The bond owns a Beta (Systematic Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MICROSOFT's returns are expected to increase less than the market. However, during the bear market, the loss of holding MICROSOFT is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
MICROSOFT PORATION has no correlation between past and present. Overlapping area represents the amount of predictability between MICROSOFT time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MICROSOFT PORATION price movement. The serial correlation of 0.0 indicates that just 0.0% of current MICROSOFT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.41 |
MICROSOFT PORATION lagged returns against current returns
Autocorrelation, which is MICROSOFT bond's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting MICROSOFT's bond expected returns. We can calculate the autocorrelation of MICROSOFT returns to help us make a trade decision. For example, suppose you find that MICROSOFT has exhibited high autocorrelation historically, and you observe that the bond is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
MICROSOFT regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If MICROSOFT bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MICROSOFT bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MICROSOFT bond over time.
Current vs Lagged Prices |
| Timeline |
MICROSOFT Lagged Returns
When evaluating MICROSOFT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MICROSOFT bond have on its future price. MICROSOFT autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, MICROSOFT autocorrelation shows the relationship between MICROSOFT bond current value and its past values and can show if there is a momentum factor associated with investing in MICROSOFT PORATION.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in MICROSOFT Bond
MICROSOFT financial ratios help investors to determine whether MICROSOFT Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MICROSOFT with respect to the benefits of owning MICROSOFT security.