Microsoft (Germany) Alpha and Beta Analysis
| MSF Stock | 352.55 2.60 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Microsoft. It also helps investors analyze the systematic and unsystematic risks associated with investing in Microsoft over a specified time horizon. Remember, high Microsoft's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Microsoft's market risk premium analysis include:
Beta 0.27 | Alpha (0.41) | Risk 2.03 | Sharpe Ratio (0.15) | Expected Return (0.30) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Microsoft |
Microsoft Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Microsoft market risk premium is the additional return an investor will receive from holding Microsoft long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Microsoft. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Microsoft's performance over market.| α | -0.41 | β | 0.27 |
Microsoft expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Microsoft's Buy-and-hold return. Our buy-and-hold chart shows how Microsoft performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Microsoft Market Price Analysis
Market price analysis indicators help investors to evaluate how Microsoft stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Microsoft shares will generate the highest return on investment. By understating and applying Microsoft stock market price indicators, traders can identify Microsoft position entry and exit signals to maximize returns.
Microsoft Return and Market Media
The median price of Microsoft for the period between Fri, Nov 7, 2025 and Thu, Feb 5, 2026 is 412.65 with a coefficient of variation of 5.57. The daily time series for the period is distributed with a sample standard deviation of 22.91, arithmetic mean of 411.28, and mean deviation of 16.41. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Screencap That Meeting Not On Teams. Microsoft Stock Slips With New Teams Premium Offering - TipRanks | 11/13/2025 |
2 | Microsoft, Oracle, and 13 Stocks That Are Unfairly Beaten Downand Look Like Buys - Barrons | 11/21/2025 |
3 | Microsoft Stock After Hours AI Deals, Norway Fund Showdown and Copilot Launch Shape December 1 Outlook - ts2.tech | 12/01/2025 |
4 | Microsoft stock plunges is MSFT losing its AI first-mover advantage - Invezz | 12/10/2025 |
5 | Microsoft Stock Has 29 percent Upside in 2026, Says Dan Ives. Why Its an AI Front-Runner. - Barrons | 12/22/2025 |
6 | Microsoft An Easy Top Pick For 2026 - Seeking Alpha | 12/30/2025 |
7 | Microsofts stock may be an AI winner but its not acting like one - MarketWatch | 01/14/2026 |
8 | Microsoft Will Beat Earnings, Analysts Say. But Theyre Cutting Their Price Targets. - Barrons | 01/23/2026 |
9 | Why Microsofts stock is getting punished after earnings - MarketWatch | 01/28/2026 |
10 | ChatGPT Thinks Microsoft Stock Will Close At This Price In The Next 60 Days - Yahoo Finance | 02/03/2026 |
About Microsoft Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Microsoft or other stocks. Alpha measures the amount that position in Microsoft has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Microsoft in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Microsoft's short interest history, or implied volatility extrapolated from Microsoft options trading.
Build Portfolio with Microsoft
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Additional 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.