PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MicroStrategy Incorporated (MSTR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS5949724083
CUSIP594972408
SectorTechnology
IndustrySoftware—Application

Highlights

Market Cap$20.71B
EPS$26.45
PE Ratio44.39
PEG Ratio3.09
Revenue (TTM)$496.26M
Gross Profit (TTM)$396.28M
EBITDA (TTM)-$108.62M
Year Range$266.00 - $1,999.99
Target Price$1,494.40
Short %25.33%
Short Ratio0.89

Share Price Chart


Loading data...

Compare to other instruments

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


MicroStrategy Incorporated

Popular comparisons: MSTR vs. BTC-USD, MSTR vs. GBTC, MSTR vs. BITO, MSTR vs. COIN, MSTR vs. MARA, MSTR vs. RIOT, MSTR vs. TSLA, MSTR vs. GDXJ, MSTR vs. CLSK, MSTR vs. TLT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MicroStrategy Incorporated, 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%100.00%200.00%300.00%400.00%NovemberDecember2024FebruaryMarchApril
250.74%
18.82%
MSTR (MicroStrategy Incorporated)
Benchmark (^GSPC)

S&P 500

Returns By Period

MicroStrategy Incorporated had a return of 109.62% year-to-date (YTD) and 354.95% in the last 12 months. Over the past 10 years, MicroStrategy Incorporated had an annualized return of 27.12%, outperforming the S&P 500 benchmark which had an annualized return of 10.42%.


PeriodReturnBenchmark
Year-To-Date109.62%5.05%
1 month-13.07%-4.27%
6 months250.74%18.82%
1 year354.95%21.22%
5 years (annualized)54.84%11.38%
10 years (annualized)27.12%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-20.65%104.07%66.65%
2023-8.18%28.97%17.69%26.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MSTR is 97, placing it in the top 3% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of MSTR is 9797
MicroStrategy Incorporated(MSTR)
The Sharpe Ratio Rank of MSTR is 9999Sharpe Ratio Rank
The Sortino Ratio Rank of MSTR is 9696Sortino Ratio Rank
The Omega Ratio Rank of MSTR is 9494Omega Ratio Rank
The Calmar Ratio Rank of MSTR is 9898Calmar Ratio Rank
The Martin Ratio Rank of MSTR is 9898Martin 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 MicroStrategy Incorporated (MSTR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MSTR
Sharpe ratio
The chart of Sharpe ratio for MSTR, currently valued at 3.97, compared to the broader market-2.00-1.000.001.002.003.003.97
Sortino ratio
The chart of Sortino ratio for MSTR, currently valued at 3.68, compared to the broader market-4.00-2.000.002.004.003.68
Omega ratio
The chart of Omega ratio for MSTR, currently valued at 1.46, compared to the broader market0.501.001.501.46
Calmar ratio
The chart of Calmar ratio for MSTR, currently valued at 3.82, compared to the broader market0.001.002.003.004.005.003.82
Martin ratio
The chart of Martin ratio for MSTR, currently valued at 20.46, compared to the broader market0.0010.0020.0030.0020.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current MicroStrategy Incorporated Sharpe ratio is 3.97. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00NovemberDecember2024FebruaryMarchApril
3.97
1.81
MSTR (MicroStrategy Incorporated)
Benchmark (^GSPC)

Dividends

Dividend History


MicroStrategy Incorporated doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-57.70%
-4.64%
MSTR (MicroStrategy Incorporated)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the MicroStrategy Incorporated. 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 MicroStrategy Incorporated was 99.86%, occurring on Jul 26, 2002. The portfolio has not yet recovered.

The current MicroStrategy Incorporated drawdown is 57.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.86%Mar 13, 2000595Jul 26, 2002
-65.17%Aug 26, 1998162Apr 19, 1999110Sep 23, 1999272
-29.1%Dec 13, 199910Dec 27, 199910Jan 10, 200020
-20.42%Feb 17, 20008Feb 29, 20001Mar 1, 20009
-17.27%Nov 4, 19997Nov 12, 19996Nov 22, 199913

Volatility

Volatility Chart

The current MicroStrategy Incorporated volatility is 35.23%, 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.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
35.23%
3.30%
MSTR (MicroStrategy Incorporated)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items