Home Depot Alpha and Beta Analysis Overview

HD -- USA Stock  

USD 200.31  1.23  0.62%

This module allows you to check different measures of market premium for The Home Depot as well as systematic risk associated with investing in Home Depot over a specified time horizon. Please also check Home Depot Backtesting, Home Depot Valuation, Home Depot Correlation, Home Depot Hype Analysis, Home Depot Volatility, Home Depot History and analyze Home Depot Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Home Depot Market Premiums

α0.32β0.001
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.5967

Treynor Ratio  

0.0

Home Depot expected buy-and-hold returns

Home Depot Market Price Analysis

Home Depot Return and Market Media

The median price of Home Depot for the period between Tue, May 22, 2018 and Thu, Jun 21, 2018 is 196.17 with a coefficient of variation of 3.19. The daily time series for the period is distributed with a sample standard deviation of 6.18, arithmetic mean of 193.89, and mean deviation of 5.67. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Wayne Hewett of 270 shares of Home Depot subj...05/30/2018
2
Purchase by Linnartz Stephanie of 1000 shares of Home Depot06/05/2018
3
Tesla Is Cutting About 9 percent of Workers on Musks Profita...06/12/2018
4
Tariff Troubles Focus Turns Back To Possible Trade War, Brin...06/15/2018
5
Payment of tradable shares by William Lennie of Home Depot s...06/18/2018
6
Vamping Stocks Investors Bancorp, Inc. , The Home Depot, Inc...06/21/2018

Current Sentiment - HD

The Home Depot Investor Sentiment
Nearly all of Macroaxis users are currently bullish on The Home Depot. What is your judgment towards investing in The Home Depot? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Upcoming Events

Home Depot Upcoming Company Events
Upcoming Quarterly ReportMay 16, 2017
Next Earnings ReportAugust 15, 2017

Generate Optimal Portfolios

Align your risk and return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check Home Depot Backtesting, Home Depot Valuation, Home Depot Correlation, Home Depot Hype Analysis, Home Depot Volatility, Home Depot History and analyze Home Depot Performance. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.