Markets / Technology / MSFT
Price is 22.3% above its 200-day simple average ($435.66) and 15.7% above its 200-day exponential average ($460.48). Volatility is typical, extension is stretched, and daily moves are only weakly tied to SPY.
Bar: distance from SMA 200. Ring: +15.7% from EMA 200.
The bullish rule requires price strictly above both the 200-day simple and exponential averages. This describes position, not an investment recommendation.
19.8% annualised, one-year average 30.2%. Trend: stable.
Realized volatility uses 21 daily returns and the equity convention of 252 days. The percentile depends on available history. Low volatility does not mean an investment is safe.
Measured against 756 valid distances. A stretched reading does not establish that price will reverse.
Absolute percentage distance from SMA 200 is divided by the rolling standard deviation of those distances over 756 observations, requiring 378 valid distances. Zero or undefined deviation is unavailable.
Same regime as SPY. With 10-year yields: 0.03. With gold: 0.10.
Pearson correlation ranges from −1 to +1; strength uses its absolute magnitude, while the sign gives direction. 251 paired returns were used; at least 30 are needed. Co-movement can change and does not establish causation.
MSFT follows the bullish trend rule, with price 22.3% above its 200-day simple average. Recent volatility is typical relative to its available history. Absolute extension is 1.9 times the historical deviation of its distance from the average. Return correlation with SPY is 0.39.
The four measurements describe prices. They do not measure business quality or determine fair value. Source reporting dates can differ from the price date.
Reported trailing P/E is 29.6x. Forward P/E is 22.4x, based on estimates. Reported revenue growth is 17.7%. Net profit margin is 40.3%. Free cash flow is positive.
54 of 57 analysts rate it Buy or Strong Buy. The reported mean analyst target is $601.73. Analyst targets are estimates and can change.
Institutions hold 75.8% of shares in the reported data. Reported insider ownership is 0.1%. 10 recent insider transactions are available. Transactions alone do not establish a future price direction.
When conditions matched Regime: bullish, Volatility: typical, 90-observation returns had a median of 9.8%. The 10th–90th percentile range ran from -4.1% to 20.9%, based on 41 complete non-overlapping historical windows. A peak-to-trough drawdown of at least 10% occurred in 56.1% of matched 90-observation windows. Completed bullish phases had a median duration of 3 observations. The ongoing phase is excluded. Among matched windows that returned within 1σ of the moving average within 90 observations, the median time was 36 observations.
Matched setup: Regime: bullish, Volatility: typicalExtension bucket (reversion stats): stretched
Drawdown column: % of matched past dates where price fell at least 10% from a peak inside the window.
| Horizon | ≥10% DD | Median | Mean | p10–p90 | Reversion |
|---|---|---|---|---|---|
| 30d | 12.2% | +4.5% | +4.2% | -6.2% … 14.3% | 28.6% |
| 60d | 34.1% | +7.6% | +7.9% | -4.8% … 19.0% | 50.0% |
| 90d | 56.1% | +9.8% | +8.1% | -4.1% … 20.9% | 60.7% |
Median observations until extension returned within 1σ, among windows that reverted within 90 observations: 36
The bullish trend rule held on 40% of observations over the trailing year. The largest peak-to-trough decline over that year was 34.5%. 25 daily moves exceeded 3% in magnitude.
Share of trading days classified bullish vs bearish vs trend structure.
| Days in current regime | 62 |
| Trend flips (12M) | 14 · SPY 2 |
| Median bullish phase | 4d |
| Median bearish phase | 4d |
Bars scaled to −60% peak-to-trough within the window.
Median trading days to recover from a typical (median) drawdown: 20
| Metric | Count | Share |
|---|---|---|
| |Daily move| > 3% | 25 | 9.9% |
| |Daily move| > 5% | 4 | 1.6% |
| Largest single day (1Y) | +15.5% | |
| Largest single day (5Y) | +15.5% | |
The observed curve is normal: long-term rates exceed short-term rates. The 10-year yield is 4.99%.
Volume is 12% below its 30-day average; the recent volume trend is stable.
Implied volatility is 99% below realized volatility. This comparison alone does not establish whether an option is cheap or expensive.
Price is 1.9 times the historical standard deviation of its distance from the 200-day average above that average. This measures extension; it does not establish the likelihood of a reversal.
Daily returns show weak correlation with SPY over the latest shared year of observations (r = 0.39). The sign describes movement in the same direction. Correlation does not establish causation or measure portfolio diversification on its own.
Calculated from available price history. Separate measurements can be related to one another; they are not independent confirmations of a trading signal.