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Microsoft Corporation (1MSFT.MI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

SectorTechnology
IndustrySoftware - Infrastructure

Highlights

Market Cap€2.74T
EPS (TTM)€10.65
PE Ratio34.62
PEG Ratio2.19
Year Range€285.06 - €433.22

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Microsoft Corporation

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Microsoft Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-0.58%
5.28%
1MSFT.MI (Microsoft Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Microsoft Corporation had a return of 11.57% year-to-date (YTD) and 20.74% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.57%15.21%
1 month1.47%2.83%
6 months-0.58%6.19%
1 year20.74%22.46%
5 years (annualized)25.39%12.84%
10 years (annualized)N/A10.74%

Monthly Returns

The table below presents the monthly returns of 1MSFT.MI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20249.97%1.64%3.16%-4.29%0.99%12.63%-8.65%-2.67%11.57%
20231.62%4.78%10.97%5.48%12.02%1.23%-2.86%-0.40%-0.56%6.00%8.83%-2.18%53.41%
2022-9.09%-3.31%6.10%-3.90%-6.24%-2.49%10.39%-3.62%-6.35%-3.59%-0.66%-5.00%-25.71%
20216.61%-0.42%4.45%4.12%-2.05%12.21%5.11%7.15%-3.87%14.68%3.80%2.81%68.14%
20209.18%-6.35%3.19%10.61%-0.34%9.79%-4.70%10.73%-4.89%-3.44%2.55%2.47%30.03%
20193.20%8.75%6.31%11.11%-5.17%7.27%6.22%-0.27%1.81%1.45%6.58%2.31%60.89%
20185.09%2.92%-5.41%8.45%7.04%0.35%5.96%7.06%1.75%-6.18%5.29%-10.26%21.95%
20170.14%0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1MSFT.MI is 75, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 1MSFT.MI is 7575
1MSFT.MI (Microsoft Corporation)
The Sharpe Ratio Rank of 1MSFT.MI is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of 1MSFT.MI is 6868Sortino Ratio Rank
The Omega Ratio Rank of 1MSFT.MI is 6868Omega Ratio Rank
The Calmar Ratio Rank of 1MSFT.MI is 8585Calmar Ratio Rank
The Martin Ratio Rank of 1MSFT.MI is 7575Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Microsoft Corporation (1MSFT.MI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


1MSFT.MI
Sharpe ratio
The chart of Sharpe ratio for 1MSFT.MI, currently valued at 0.93, compared to the broader market-4.00-2.000.002.000.93
Sortino ratio
The chart of Sortino ratio for 1MSFT.MI, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.001.35
Omega ratio
The chart of Omega ratio for 1MSFT.MI, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for 1MSFT.MI, currently valued at 1.22, compared to the broader market0.001.002.003.004.005.001.22
Martin ratio
The chart of Martin ratio for 1MSFT.MI, currently valued at 3.56, compared to the broader market-10.000.0010.0020.003.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.83, compared to the broader market-4.00-2.000.002.001.83
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.49, compared to the broader market-6.00-4.00-2.000.002.004.002.49
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.001.002.003.004.005.001.64
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.72, compared to the broader market-10.000.0010.0020.008.72

Sharpe Ratio

The current Microsoft Corporation Sharpe ratio is 0.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Microsoft Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.93
1.56
1MSFT.MI (Microsoft Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Microsoft Corporation granted a 0.68% dividend yield in the last twelve months. The annual payout for that period amounted to €2.55 per share.


PeriodTTM2023202220212020
Dividend€2.55€2.38€2.27€1.65€1.62

Dividend yield

0.68%0.70%1.02%0.55%0.89%

Monthly Dividends

The table displays the monthly dividend distributions for Microsoft Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.65€0.00€0.00€0.64€0.00€0.00€0.62€0.00€1.91
2023€0.00€0.59€0.00€0.00€0.58€0.00€0.00€0.57€0.00€0.00€0.64€0.00€2.38
2022€0.00€0.48€0.00€0.00€0.56€0.00€0.00€0.60€0.00€0.00€0.63€0.00€2.27
2021€0.00€0.38€0.00€0.00€0.38€0.00€0.00€0.41€0.00€0.00€0.48€0.00€1.65
2020€0.44€0.00€0.00€0.43€0.00€0.00€0.36€0.00€0.00€0.40€0.00€1.62

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.7%
Microsoft Corporation has a dividend yield of 0.68%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%800.0%25.3%
Microsoft Corporation has a payout ratio of 25.33%, which is quite average when compared to the overall market. This suggests that Microsoft Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.64%
-4.14%
1MSFT.MI (Microsoft Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Microsoft Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Microsoft Corporation was 31.05%, occurring on Jan 6, 2023. Recovery took 96 trading sessions.

The current Microsoft Corporation drawdown is 12.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.05%Nov 23, 2021288Jan 6, 202396May 25, 2023384
-26.17%Feb 20, 202018Mar 16, 202064Jun 17, 202082
-15.36%Jul 8, 202421Aug 5, 2024
-13.84%Oct 4, 201858Dec 27, 201851Mar 12, 2019109
-13.41%Aug 28, 202017Sep 21, 202088Jan 27, 2021105

Volatility

Volatility Chart

The current Microsoft Corporation volatility is 5.60%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
5.60%
4.36%
1MSFT.MI (Microsoft Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Microsoft Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Microsoft Corporation compared to its peers in the Software - Infrastructure industry.


PE Ratio
100.0200.0300.034.6
The chart displays the price to earnings (P/E) ratio for 1MSFT.MI in comparison to other companies of the Software - Infrastructure industry. Currently, 1MSFT.MI has a PE value of 34.6. This PE ratio falls in the average range for the industry.
PEG Ratio
0.050.0100.0150.0200.02.2
The chart displays the price to earnings to growth (PEG) ratio for 1MSFT.MI in comparison to other companies of the Software - Infrastructure industry. Currently, 1MSFT.MI has a PEG value of 2.2. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Microsoft Corporation.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items