NASDAQ:MSFT – Microsoft Corporation data analysis summary on 12-05-2021:
- Last closing quote is 239.00 USD
- Last daily return is -2.94% (-7.23 USD in absolute)
- Last year return is 30.95%
- Last year historical 1% Value at Risk is -5.15%
NASDAQ:MSFT – Microsoft Corporation informations :
NASDAQ:MSFT – Microsoft Corporation refers to :
- stock symbol: NASDAQ:MSFT
- company name: Microsoft Corporation
- FIGI (Financial Instrument Global Identifier): BBG000BPH459
- CIK (Central Index Key): 789019.0
- region code ISO 3166-1 alpha-2 : US
- trading exchange: NASDAQ
- region exchange MIC (Market Identifier Code): XNAS
- trading currency ISO 4217 code: USD
NASDAQ:MSFT last news
- 12/05/2021-12:34 An influential PAC group is telling businesses to restart political donations, including to GOP lawmakers who voted to overturn the election results Business Insider
- 11/05/2021-15:13 A former Cisco exec who jumped to Google Cloud explains why its hot product Anthos will help it catch up to Amazon and Microsoft (GOOG, GOOGL) Business Insider
- 11/05/2021-13:00 The CEO of IBM predicts that it will take as long as 18 months for the return to the office to be fully settled (IBM) Business Insider
- 09/05/2021-17:28 Why software’s subscription model is ‘dying’ and usage-based pricing is the ‘next wave’ for cloud services Business Insider
NASDAQ:MSFT stock price evolution and returns
Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.
| 1 month | 6 months | 12 months | 24 months | |
| Closing price returns | -6.61% | 10.94%* | 30.95% | 93.76% |
| 15 days moving average returns | 3.40% | 18.80% | 41.09% | 98.28% |
| 45 days moving average returns | 3.37% | 16.83% | 50.21% | 102.73% |
Notes :
- Reading example: NASDAQ:MSFT stock closing price has increased of 10.94%* over the last 6 months
- Returns are not annualized
NASDAQ:MSFT stock returns distributions and risk
| Daily historical returns values | |||
| 1-year data | 2 years of data | ||
| Value at Risk | 1% | -5.15% | -5.41% |
| 5% | -2.81%(a) | -3.07% | |
| 10% | -2.08% | -2.06% | |
| Assuming daily returns follows Normal Distribution (mean, volatility) | |||
| 1 year-data | 2 years of data | ||
| Mean | 0.11%(b) | 0.15% | |
| Volatility (standard deviation) |
1.75%(c) | 2.17% | |
| Value at Risk | 1% | -3.96% | -4.89% |
| 5% | -2.77%(d) | -3.42% | |
| 10% | -2.13% | -2.63% | |
Notes:
- Reading example: Using historical NASDAQ:MSFT stock data closing price daily returns over last year, the 5% worst returns are less than -2.81%(a). Also, if we assume that historical NASDAQ:MSFT stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 1.75%(c), the 5% worst returns are less than -2.77%(d).
- Returns are not annualized
Data sources
Stock data provided by IEX Cloud