Professional Seasonal Analysis for Trading

Microsoft (MSFT) Seasonal Patterns: Historical Monthly Performance

Microsoft (MSFT) Seasonal Patterns: Historical Monthly Performance

Microsoft shows strong seasonal consistency driven by enterprise buying cycles.

Historical Monthly Performance

Month Avg Return Win Rate
Jan +1.2% 55%
Feb +2.8% 62%
Mar +3.5% 68%
Apr +3.9% 72%
May +1.6% 58%
Jun +2.1% 60%
Jul +4.2% 75%
Aug -0.8% 48%
Sep -1.5% 42%
Oct +3.8% 68%
Nov +4.6% 78%
Dec +1.8% 58%

Past performance does not guarantee future results.

Key Drivers

  • Cloud/Azure growth: Q4 enterprise budget cycles
  • Fiscal year end: June 30 creates July strength
  • Earnings: Late Jan/Apr/Jul/Oct

Historically Strongest Periods

  • July: Has historically shown post-fiscal year strength
  • November: Has historically benefited from holiday and enterprise spending
  • April: Has historically seen strength around tax season and Q1 earnings

Historically Weakest Periods

  • September: Has been the weakest month historically
  • August: Has historically shown summer consolidation

This is statistical analysis of historical data, not investment advice. Always do your own research.

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Generated with SeasOptima.

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Statistical information based on historical data. Does not constitute investment advice or recommendation. Past performance does not guarantee future results.