Contents

Return and volatility forecasts, Value at Risk (VaR), Volume

Updated regularly - Last update on 11-May-2012 
 
Return on Microsoft (msft) stock follows ARMA(1,5)-GARCH(1,1) model (Student-t errors)
Given current Microsoft stock close price of 31.16 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '30.97'     '30.88'      '30.87'      '30.78'  

Probability of Microsoft stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '42.58%'    '47.27%'     '49.87%'     '48.18%' 

Value at Risk (VaR) for $1,000 worth of Microsoft stock at 5 percent probability: 
Lose at most $33.37 in 1 day, $182.78 in 30 days and $316.59 in 90 days

Stock price, return, high and low

Price fundamentals for Microsoft (msft) stock 
 
Microsoft stock price change in percent over the last: 
    '30 days'    '6 months'    '1 year'      '3 years' 
    '0.5810%'    '20.6349%'    '26.4097%'    '69.1640%'

Average daily return (continuously compounded) for Microsoft stock over the last: 
    '30 days'    '6 months'    '1 year'     '3 years'
    '0.1197%'    '0.1193%'     '0.0920%'    '0.0685%'

OVER THE LAST YEAR:
The minimum Microsoft stock close price of 23.23 was observed on 10-Jun-2011 
The maximum Microsoft stock close price of 32.85 was observed on 15-Mar-2012 
Current close price of Microsoft (31.16) as a percent of range is equal to 82.43% 
 
The lowest one-day return (i.e. largest price drop for Microsoft stock) 
 of -5.54% was observed on 10-Aug-2011 
The highest one-day return (i.e. largest price increase for Microsoft stock) 
 of 5.50% was observed on 20-Jan-2012 

Technical Analysis: RSI and MACD

RSI readings of Microsoft share greater than 70 are in overbought territory, 
while RSI below 30 is oversold region. RSI 30 to 70 is neutral.
Buy Microsoft stocks when the MACD line crosses up through the signal line.
Sell Microsoft shares when MACD line crosses down through the signal line.

Technical Analysis: Accumulation/Distribution oscillator and Momentum

The Accumulation/Distribution oscillator is a common tool based on the high,
low, opening, and closing prices of Microsoft share for each tradind day.
Momentum calculates the difference between two prices separated by 12 days.

Technical Analysis: Chaikin oscillator and Chaikin volatility

This Chaikin oscillator is computed by subtracting exponential,
moving average of the A/D line of Microsoft stock from the three-period
exponential moving average of the A/D line.
Chaikin volatility is computed from a 10-period exponential moving
average and 10-day difference of Microsoft stock.

Technical Analysis: Williams %R and On-Balance volume

Microsoft equity is considered oversold if Williams R is below -80.
Microsoft share is overbought if Williams R is above -20. 
On-Balance Volume for Microsoft stock adds or subtracts volume to
a total depending on whether Microsoft price moves up or down.

Stock performance compared to Dow Jones Index

Does Microsoft (msft) stock go together with Dow Jones Index? 
 
Correlation between return on Microsoft stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '49.33%'     '65.63%'      '78.49%'    '70.15%' 

Percent of time when return on Microsoft stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '45.45%'     '44.09%'      '48.62%'    '48.48%' 

Stock performance compared to GOLD ETF (gld)

Does Microsoft (msft) stock go together with GOLD ETF? 
 
Correlation between return on Microsoft stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '1.70%'      '33.06%'      '3.06%'     '5.54%'  

Percent of time when return on Microsoft stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '45.45%'     '51.18%'      '49.41%'    '48.08%' 

Stock performance compared to Physical Silver (slv)

Does Microsoft (msft) stock go together with Physical Silver? 
 
Correlation between return on Microsoft stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '13.82%'     '46.99%'      '19.68%'    '17.83%' 

Percent of time when return on Microsoft stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '63.64%'     '51.97%'      '47.83%'    '47.03%' 

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