Microsoft Total Risk Alpha
| MSF Stock | | | EUR 351.15 1.70 0.49% |
The Total Risk Alpha lookup presents technical context for Microsoft and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Microsoft has a market cap of 2.28 T. Review
Correlation Analysis for broader portfolio context. This includes a position in Microsoft across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
To learn how to invest in Microsoft Stock, please use our
How to Invest in Microsoft guide.
Microsoft has current Total Risk Alpha of
-0.10. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.10 | |
| ER[a] | = | Expected return on investing in Microsoft |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Microsoft |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Microsoft Total Risk Alpha Peers Comparison
Microsoft Total Risk Alpha Relative To Other Indicators
Microsoft is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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