Home Depot Performance

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HD -- USA Stock  

Fiscal Quarter End: January 31, 2020  

The company retains Market Volatility (i.e. Beta) of 1.2202 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Home Depot will likely underperform. Even though it is essential to pay attention to Home Depot current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Home Depot exposes twenty-one different technical indicators which can help you to evaluate its performance. Home Depot has expected return of -0.0265%. Please be advised to check out Home Depot Maximum Drawdown, and the relationship between Information Ratio and Downside Variance to decide if Home Depot past performance will be repeated at some point in the near future.

Risk-Adjusted Performance

Over the last 30 days Home Depot has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound fundamental drivers, Home Depot is not utilizing all of its potentials. The new stock price tumult, may contribute to shorter-term losses for the shareholders.
Quick Ratio0.23
Fifty Two Week Low172.00
Target High Price255.00
Payout Ratio50.80%
Fifty Two Week High239.31
Target Low Price192.00
Trailing Annual Dividend Yield2.44%
Horizon     30 Days    Login   to change

Home Depot Relative Risk vs. Return Landscape

If you would invest  23,670  in Home Depot on December 19, 2019 and sell it today you would lose (479.00)  from holding Home Depot or give up 2.02% of portfolio value over 30 days. Home Depot is generating negative expected returns and assumes 1.1389% volatility on return distribution over the 30 days horizon. Put differently, 10% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
  Risk (%) 
Allowing for the 30-days total investment horizon, Home Depot is expected to under-perform the market. In addition to that, the company is 2.42 times more volatile than its market benchmark. It trades about -0.02 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.31 per unit of volatility.

Home Depot Market Risk Analysis

Sharpe Ratio = -0.0233
Good Returns
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Home Depot Relative Performance Indicators

Estimated Market Risk
  actual daily
 10 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Home Depot is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Home Depot by adding it to a well-diversified portfolio.

Home Depot Alerts

Equity Alerts and Improvement Suggestions

Home Depot generates negative expected return over the last 30 days
About 72.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Exercise or conversion by Edward Decker of 10000 shares of Home Depot subject to Rule 16b-3

Home Depot Dividends

Home Depot Dividends Analysis

Check Home Depot dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Plese check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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