Home Depot Alpha and Beta Analysis

The Home Depot Inc -- USA Stock  

USD 163.35  0.87  0.53%

This module allows you to check different measures of market premium for The Home Depot Inc 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
Investment Horizon     30 Days    Login   to change
Run Premiums

Home Depot Market Premiums

α (average alpha)=0.14    β (beta)=0.0865    
30 days against DJI
Risk Adjusted Performance  0.092Jensen Alpha  0.1392Total Risk Alpha  (0.075536)Sortino Ratio  0.0826Treynor Ratio  2.13

Home Depot expected buy-and-hold returns


Home Depot Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Home Depot Return and Market Media

The median price of Home Depot for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 164.02 with a coefficient of variation of 1.7. The daily time series for the period is distributed with a sample standard deviation of 2.77, arithmetic mean of 162.8, and mean deviation of 2.39. The Stock received some media coverage during the period.
Price Growth (%)  
Want Stocks that Can Beat Retail Woes Buy Home Depot10/17/2017