Home Depot Alpha and Beta Analysis Overview

HD -- USA Stock  

USD 211.68  0.71  0.33%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Home Depot Market Premiums

α0.28β0.01
30 days against DJI
Risk Adjusted Performance  

0.135

Jensen Alpha  

0.2147

Total Risk Alpha  

0.09

Sortino Ratio  

0.1784

Treynor Ratio  

0.8846

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 Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 206.23 with a coefficient of variation of 2.35. The daily time series for the period is distributed with a sample standard deviation of 4.84, arithmetic mean of 205.98, and mean deviation of 4.25. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Home Depot exotic insider transaction detected09/05/2018
2
From Lowes to Home Depot, This Is How Businesses Prepare for...09/12/2018
3
Payment of 941 shares by William Lennie of Home Depot subjec...09/18/2018
4
Payment of 974 shares by Timothy Crow of Home Depot subject ...09/21/2018

Home Depot Upcoming Events

The Home Depot Upcoming Company Events

Upcoming Quarterly ReportMay 16, 2017
Next Earnings ReportAugust 15, 2017

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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.
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