Apple vs. Microsoft
Posted by Emanuel on June 7, 2009 in Wolfram Alpha | 0 comments
Input interpretation:
Microsoft (MSFT) | Apple (AAPL)
Latest trades:
MSFT | $ 22.14 (lei 65.81) (MSFT | NASDAQ | Friday 8:10 pm EDT | 33 hours ago)
AAPL | $ 144.67 (lei 430.05) (AAPL | NASDAQ | Friday 8:10 pm EDT | 33 hours ago)
Fundamentals and financials:
| Microsoft | Apple
Market cap | $ 197 billion | $ 129.1 billion
Revenue | $ 61.17 billion | $ 33.69 billion
Employees | 91000 | 35100
Revenue / employee | $ 705 200 | $ 1.146 million
Net income | $ 15.82 billion | $ 5.018 billion
Shares outstanding | 8.9 billion | 892.1 million
Annual earnings / share | $ 1.75 | $ 5.30
P/E ratio | 12.65 | 27.3
Annual dividends / share | $ 0.48 |
Dividend yield | 2.37% |
(Based on trailing 12-month totals, last close price and annual employees)
Recent returns:
| Day | month | YTD | year | 5 year
MSFT | +1.42% | +11.87% | +13.89% | -21.77% | -16.23%
AAPL | +0.65% | +9.01% | +69.50% | -23.63% | +870.61%
Performance comparisons:
| Average daily return | daily volatility | annual return | annual volatility
MSFT | -0.060% | 3.38% | -13.92% | 53.60%
AAPL | -0.096% | 3.56% | -21.44% | 56.48%
SP500 | -0.137% | 2.88% | -29.07% | 45.62%
Bonds | +0.014% | 0.36% | +3.69% | 5.77%
T-bills | +0.003% | 0.00% | +0.63% | 0.00%
Mean-variance optimal portfolio:
| Weight | shares | cost
MSFT | 8.72% | 3939 | $ 87 210 (lei 259 200)
AAPL | 6.32% | 437 | $ 63 220 (lei 187 900)
SP500 | 16.17% | 1710 | $ 161 700 (lei 480 600)
Bonds | 34.21% | 342 | $ 342000 (lei 1.017 million)
T-bills | 34.58% | 346 | $ 346000 (lei 1.029 million)
(Amounts based on $1 million portfolio)
Optimal portfolio’s expected yearly return | 6.31%
Optimal portfolio’s yearly volatility | 8.45%
