MSFT
US EQUITY
Information Technology
Systems Software
CIK: 789019
Microsoft (MSFT) Quant Factor Diagnostic & Fair Value Model
Microsoft (Ticker: MSFT) is listed in the Information Technology sector (Systems Software). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$524.51
+0.66%
Latest Close (2026-10-23)
Market Cap: $3.96T
P/E Ratio: 7.3
Momentum Strength
3M / 12M
+34.80%
1M: +5.34%
12M: +0.76%
Quality (ROE)
Point-in-Time
+120.93%
Trailing Return on Equity
Technical Trend
RSI 14
49.6
SMA50: $508.43
SMA200: $436.51
Valuation Multiplier
Trailing
7.3
Deep Value (Under 15x P/E)
📊
Valuation & Multi-Factor Diagnostic
Deep Value (Under 15x P/E)
MSFT trades at an attractive earnings multiple of 7.3x, significantly lower than the broader S&P 500 average.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: 9/9 (High Financial Strength)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 789019 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-K | 2026-06-30 | 2026-07-29 | - | $133.75B | $182.94B | $17.95 |
| 10-K | 2025-06-30 | 2026-07-29 | - | $101.83B | $136.16B | $13.64 |
| 10-K | 2024-06-30 | 2026-07-29 | - | $88.14B | $118.55B | $11.80 |
| 10-Q | 2026-03-31 | 2026-04-29 | - | $31.78B | $46.68B | $4.27 |
| 10-Q | 2025-06-30 | 2026-04-29 | - | - | - | - |
| 10-Q | 2025-03-31 | 2026-04-29 | - | $25.82B | $37.04B | $3.46 |
| 10-Q | 2025-12-31 | 2026-01-28 | - | $38.46B | $35.76B | $5.16 |
| 10-Q | 2024-12-31 | 2026-01-28 | - | $24.11B | $22.29B | $3.23 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding Microsoft (MSFT) valuation multiples, momentum factors, and point-in-time filing conventions.
How should MSFT's current valuation multiple be interpreted? ↓
MSFT trades at a trailing P/E of 7.3x within the Information Technology sector (deep value (under 15x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are MSFT's key momentum and technical factor indicators? ↓
As of the latest close, MSFT shows a 1-month return of +5.34%, 3-month return of +34.80%, and 12-month return of +0.76%, with a 14-day RSI of 49.6. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for MSFT? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can MSFT be incorporated into systematic factor models? ↓
MSFT can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.