Home Depot Performance

The Home Depot Inc -- USA Stock  

USD 163.45  0.1  0.06%

Home Depot has performance score of 26 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.1375 which attests that as returns on market increase, Home Depot returns are expected to increase less than the market. However during bear market, the loss on holding Home Depot will be expected to be smaller as well.. Although it is extremely important to respect The Home Depot current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating The Home Depot technical indicators you can presently evaluate if the expected return of 0.1577% will be sustainable into the future. The Home Depot right now retains a risk of 0.401%. Please check out Home Depot Standard Deviation, Value At Risk, Kurtosis, as well as the relationship between Jensen Alpha and Semi Variance to decide if Home Depot will be following its current trending patternss.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  15,766  in The Home Depot Inc on September 19, 2017 and sell it today you would earn a total of  579  from holding The Home Depot Inc or generate 3.67% return on investment over 30 days. The Home Depot Inc is generating 0.1577% of daily returns and assumes 0.401% volatility on return distribution over the 30 days horizon. Put differently, 3% of equity instruments are less risky than the company on the bases of their historical return distribution and some 97% 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, The Home Depot Inc is expected to generate 1.74 times more return on investment than the market. However, the company is 1.74 times more volatile than its market benchmark. It trades about 0.39 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of risk.

Home Depot Daily Price Distribution

The median price of Home Depot for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 164.02 with a coefficient of variation of 1.55. The daily time series for the period is distributed with a sample standard deviation of 2.53, arithmetic mean of 163.06, and mean deviation of 2.12. The Stock received some media coverage during the period.
26 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in The Home Depot Inc are ranked lower than 26 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Home Depot Sharpe Ratio = 0.3933
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Estimated Market Risk

 0.4
  actual daily
 
 97 %
of total potential
  

Expected Return

 0.16
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.39
  actual daily
 
 26 %
of total potential
  
Based on monthly moving average Home Depot is performing at about 26% 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.

Dividends

The Home Depot Dividends Analysis
Check The Home Depot dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends