MSFT

$533.69 Microsoft Corporation

Pre-trade checklist

Long stock swing · MSFT

2/6 pass — main risks: gex regime

Risk StatsSheet
ABCDEF
1 Annualised Vol How much the price swings day to day, scaled to a yearly figure. Higher means a bumpier, riskier ride. Details → 21.01% Max Drawdown The worst peak-to-trough drop over the period — the deepest loss you'd have sat through if you bought the top. Details → (1.8%) Skewness Whether the return distribution leans toward big up-moves (positive) or big down-moves (negative). Details → (0.59)
2 Kurtosis How 'fat' the tails are — how often extreme moves happen versus a normal bell curve. Details → (0.086) Mean Daily Ret 0.4524% Daily Std Dev 1.3238%
3 Data Points 9
Fundamentals & ValuationSheet

Trailing P/E Price divided by the last 12 months of earnings. How many dollars you pay per dollar of past profit. Details →

29.73

Forward P/E Price divided by next year's expected earnings. Forward-looking version of the P/E. Details →

22.53

PEG Ratio P/E divided by earnings growth. Puts the valuation multiple in the context of how fast profits grow. Details →

1.62

EV / EBITDA Enterprise value relative to operating cash earnings — a capital-structure-neutral valuation multiple. Details →

20.67

EV / Revenue

12.10

Price / Book Price relative to net asset (book) value. Below 1 can signal value — or distress. Details →

8.96

Price / Sales

11.94

EPS (TTM)

17.95

Forward EPS

23.69

Revenue Growth Year-over-year growth in profits and sales — the engine behind forward valuation multiples. Details →

+17.7%

Earnings Growth Year-over-year growth in profits and sales — the engine behind forward valuation multiples. Details →

+31.7%

Target Mean The consensus 12-month price covering analysts expect, with low/mean/high range and implied upside. Details →

$590.28

Analyst Rating

Strong Buy

Short % Float Share of freely tradable stock sold short. High readings flag bearish bets — and squeeze potential. Details →

0.82%

Short Ratio How many days of average volume it would take shorts to buy back their position. Details →

2.83

Div Yield Annual dividends as a percentage of price — the income return before any price change. Details →

0.72%

Sector

Technology

Industry

Software - Infrastructure

Consensus Forecasts & GuidanceSheet

Next Earnings Date

2026-10-28

Consensus EPS Est.

$4.72

Consensus Revenue Est.

$90.70B

PEG Ratio

1.62

Projected EPS Growth

+31.7%

Projected Rev Growth

+17.7%

Return Distribution

Skew -0.59 · Excess kurtosis -0.086 · Fat tails = higher tail risk than a normal distribution implies.

Cumulative Return vs. Benchmarks Growth of $100 invested at the start, compared against SPY and QQQ. Details →

Growth of $100 from the earliest common date. MSFT vs. SPY (S&P 500) and QQQ (Nasdaq 100). Legend shows the final index value.

Rolling Value-at-Risk & Expected Shortfall A loss threshold you'd expect to exceed only rarely — e.g. VaR 95% is the worst day in a typical 20. Details →

Historical 1-day VaR at 95 % and 99 % confidence using a 252-day rolling window — the daily loss you would not expect to exceed on 95 %/99 % of trading days. ES (CVaR) is the average loss when you do breach VaR: a more conservative tail-risk metric.

Rolling Volatility How much the price swings day to day, scaled to a yearly figure. Higher means a bumpier, riskier ride. Details →

30-day realised volatility annualised (×√252). Spikes indicate elevated uncertainty — useful for sizing positions relative to ATR.

Drawdown from Peak The worst peak-to-trough drop over the period — the deepest loss you'd have sat through if you bought the top. Details →

Maximum drawdown: -1.8%. Depth and duration of drawdowns reveal how difficult a recovery would be.

Options IV Smile / Skew How option-implied volatility changes across strikes. A steep left side means the market prices downside risk dearly. Details →

Implied volatility across strike moneyness for the nearest expirations. A steep left skew means the market prices downside risk (puts) more expensively than upside.

Rolling Sharpe Ratio Return earned per unit of risk taken. Higher is better; above 1 is generally considered strong. Details →

1-year rolling Sharpe (risk-free ≈ 0). Above 1 is generally considered strong risk-adjusted return.

Seasonality Average return by calendar month over the full history — recurring strong/weak periods. Details →

Average daily return by calendar month over the full history. Identifies recurring seasonal patterns and the strongest/weakest calendar periods.

Institutional Quantitative Analytics Institutional Tier

Microstructure toxicity, macro conditioning, higher-order Black-Scholes surface & SEC 8-K material events

Microstructure & Squeeze Risk EngineSheet
SI reported
SI % float Percentage of tradable shares currently sold short. Details → 0.8% · DTC How many days of average volume short sellers would need to buy back their positions. Details → 2.83 · MoM Δ Month-over-month change in shares sold short. Details → -17.9%
VPIN Toxicity Volume-Synchronized Probability of Toxicity measuring informed trader order flow imbalances. Details → CRITICAL
0.978 flow toxicity

Easley-Kiefer-O'Hara volume-synchronized order toxicity probability.

Corwin-Schultz Spread High-Low spread estimator that extracts effective bid-ask spreads from daily high and low prices. Details → High-Low Estimator
24.600%
Roll Spread: 59.600%

Effective bid-ask spread derived from 2-day price extremes.

Squeeze Risk Gauge Multi-factor composite score [0-100] quantifying short squeeze vulnerability. Details → LOW
20.3 / 100 Index

Multi-factor: Short Float, DTC, CTB, and negative Gamma Exposure.

Amihud Illiquidity |R| / Volume
0.00e+00

Price impact per dollar traded. Lower values denote deep institutional absorption capacity.

Macro Conditioning & Asymmetric Dual BetasSheet
Macro Regime State
TIGHT MONETARY POLICY (High Rate Plateau)
Fed Funds Rate 5.33%
2s10s Spread +0.15%
CPI YoY 3.1%
Upside Capture Percentage of benchmark gains captured when the market is rising (>100% outperforms up-markets). Details →

100.0%

Participation in SPY up-market
Downside Capture Percentage of benchmark losses suffered when the market is falling (<100% protects capital). Details →

100.0%

Loss absorption in SPY down-market
Dual Market Betas (Bull vs Bear) Bull Beta vs Bear Beta measuring asymmetric systematic market sensitivity. Details →
Benchmark: SPY
Market Condition Condition Beta Asymmetry vs Benchmark Interpretation
Bull Beta (Up Market) 1.00 +0.00 Market-tracking upside
Bear Beta (Down Market) 1.00 +0.00 Market-parity drawdown
Higher-Order Greeks & Volatility Risk PremiumSheet
Black-Scholes Analytical Higher-Order Greeks
Vanna Sensitivity of option Delta to changes in implied volatility (or dVega / dSpot). Details → ∂Δ/∂σ

-0.0006

Delta sensitivity per 1% vol shift.

Charm Rate of change of option Delta over time (dDelta / dTime). Details → -∂Δ/∂t

-0.0006

Daily delta decay over time elapsed.

Vomma Second-order Greek measuring the acceleration of Vega with respect to implied volatility. Details → ∂Vega/∂σ

0.0001

Vega convexity relative to vol shock.

Delta: 0.5365
Gamma: 0.012358
Vega: 0.6078
Theta: -0.2464
Variance Risk Premium Spread between ATM Implied Volatility and 30-Day Realized Historical Volatility. Details → FAIR_VALUE (Equilibrium)
+1.05% IV − HV30 Spread
ATM Implied Volatility: 22.06%
30D Realized Historical Vol: 21.01%
VRP Ratio (IV / HV30): 1.05x
SEC Form 8-K Material Events & Regulatory FilingsSheet
Filing Date Material unscheduled corporate events filed with the SEC EDGAR system. Details → Event Items Material Description Impact Level CAR How far a stock moved around an event beyond what its normal relationship with SPY would predict. Details → t-stat Significance SEC EDGAR Link
2026-09-02
Item 7.01

Item 7.01: Regulation FD Disclosure

8-K

 Routine 8-K — — — EDGAR Doc
2026-07-29
Item 2.02

Item 2.02: Results of Operations and Financial Condition (Earnings)

8-K

 Routine 8-K — — — EDGAR Doc
2026-06-05
Item 5.02

Item 5.02: Departure/Election of Directors or Principal Officers

8-K

 Routine 8-K — — — EDGAR Doc
2026-05-14
Item 5.02

Item 5.02: Departure/Election of Directors or Principal Officers

8-K

 Routine 8-K — — — EDGAR Doc
2026-04-29
Item 2.02

Item 2.02: Results of Operations and Financial Condition (Earnings)

8-K

 Routine 8-K — — — EDGAR Doc