Home Depot Alpha and Beta Analysis

The Home Depot Inc -- USA Stock  

USD 182.82  0.21  0.11%

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)=0.081605    β (beta)=1.39    
30 days against DJI
Risk Adjusted Performance  0.2282Jensen Alpha  0.1934Total Risk Alpha  0.0207Sortino Ratio  0.2372Treynor Ratio  0.3606

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 Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 177.25 with a coefficient of variation of 3.72. The daily time series for the period is distributed with a sample standard deviation of 6.54, arithmetic mean of 175.96, and mean deviation of 5.78. The Stock received some media coverage during the period.
Price Growth (%)  
Traders Secrets on The Home Depot, Inc. , Netflix, Inc.12/13/2017