Microsoft Cdr Stock Market Value
| MSFT Stock | 35.84 0.08 0.22% |
| Symbol | Microsoft |
Microsoft CDR '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 CDR's stock 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 CDR.
| 04/07/2025 |
| 07/06/2025 |
If you would invest 0.00 in Microsoft CDR on April 7, 2025 and sell it all today you would earn a total of 0.00 from holding Microsoft CDR or generate 0.0% return on investment in Microsoft CDR over 90 days. Microsoft CDR is related to or competes with Lion One, Costco Wholesale, Air Canada, Nicola Mining, Plaza Retail, and T2 Metals. Microsoft CDR is entity of Canada. It is traded as Stock on TO exchange. More
Microsoft CDR 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 CDR's stock 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 CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.1471 | |||
| Maximum Drawdown | 13.44 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 3.27 |
Microsoft CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Microsoft CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Microsoft CDR's standard deviation. In reality, there are many statistical measures that can use Microsoft CDR historical prices to predict the future Microsoft CDR's volatility.| Risk Adjusted Performance | 0.3307 | |||
| Jensen Alpha | 0.4065 | |||
| Total Risk Alpha | 0.2755 | |||
| Sortino Ratio | 0.1882 | |||
| Treynor Ratio | (13.14) |
Microsoft CDR Backtested Returns
Microsoft CDR appears to be very steady, given 3 months investment horizon. Microsoft CDR has Sharpe Ratio of 0.27, which conveys that the firm had a 0.27 % return per unit of risk over the last 3 months. By analyzing Microsoft CDR's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please exercise Microsoft CDR's Downside Deviation of 1.6, risk adjusted performance of 0.3307, and Mean Deviation of 1.22 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Microsoft CDR holds a performance score of 20. The company secures a Beta (Market Risk) of -0.0307, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Microsoft CDR are expected to decrease at a much lower rate. During the bear market, Microsoft CDR is likely to outperform the market. Please check Microsoft CDR's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Microsoft CDR's current price movements will revert.
Auto-correlation | 0.87 |
Very good predictability
Microsoft CDR has very good predictability. Overlapping area represents the amount of predictability between Microsoft CDR time series from 7th of April 2025 to 22nd of May 2025 and 22nd of May 2025 to 6th of July 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 CDR price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Microsoft CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 1.19 |
Microsoft CDR lagged returns against current returns
Autocorrelation, which is Microsoft CDR stock'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 CDR's stock expected returns. We can calculate the autocorrelation of Microsoft CDR returns to help us make a trade decision. For example, suppose you find that Microsoft CDR has exhibited high autocorrelation historically, and you observe that the stock 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 CDR 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 CDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Microsoft CDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Microsoft CDR stock over time.
Current vs Lagged Prices |
| Timeline |
Microsoft CDR Lagged Returns
When evaluating Microsoft CDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Microsoft CDR stock have on its future price. Microsoft CDR 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 CDR autocorrelation shows the relationship between Microsoft CDR stock current value and its past values and can show if there is a momentum factor associated with investing in Microsoft CDR.
Regressed Prices |
| Timeline |
Pair Trading with Microsoft CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Microsoft CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Microsoft CDR will appreciate offsetting losses from the drop in the long position's value.Moving together with Microsoft Stock
Moving against Microsoft Stock
| 0.88 | VENZ | Venzee Technologies Earnings Call Tomorrow | PairCorr |
| 0.68 | AGET | AGEDB Technology | PairCorr |
| 0.49 | NBVA | Nubeva Technologies | PairCorr |
| 0.32 | COLA | Coca Cola CDR | PairCorr |
The ability to find closely correlated positions to Microsoft CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Microsoft CDR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Microsoft CDR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Microsoft CDR to buy it.
The correlation of Microsoft CDR is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Microsoft CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Microsoft CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Microsoft CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Microsoft Stock
Microsoft CDR financial ratios help investors to determine whether Microsoft Stock 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 CDR security.