NASDAQ:MSFT Microsoft Corporation stock

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 :

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