Azure Active Directory risk events

In Summary :

The vast majority of security breaches take place when attackers gain access to an environment by stealing a user’s identity. Discovering compromised identities is no easy task. Azure Active Directory uses adaptive machine learning algorithms and heuristics to detect suspicious actions that are related to your user accounts. Each detected [...]

kindly refer the following link as follow up :
https://docs.microsoft.com/en-us/azure/active-directory/active-directory-reporting-risk-events