Home Depot Performance

HD -- USA Stock  

USD 169.99  2.02  1.20%

Macroaxis gives Home Depot performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.9925 which attests that Home Depot returns are very sensitive to returns on the market. as market goes up or down, Home Depot is expected to follow.. 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-eight different technical indicators which can help you to evaluate its performance. Home Depot has expected return of -0.1241%. Please be advised to check out Home Depot Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Total Risk Alpha and Downside Variance to decide if Home Depot past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Home Depot Relative Risk vs. Return Landscape

If you would invest  17,985  in The Home Depot on November 18, 2018 and sell it today you would lose (986.00)  from holding The Home Depot or give up 5.48% of portfolio value over 30 days. The Home Depot is generating negative expected returns and assumes 1.6485% volatility on return distribution over the 30 days horizon. Put differently, 14% 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, The Home Depot is expected to generate 1.24 times more return on investment than the market. However, the company is 1.24 times more volatile than its market benchmark. It trades about -0.08 of its potential returns per unit of risk. The DOW is currently generating roughly -0.13 per unit of risk.

Home Depot Market Risk Analysis

Sharpe Ratio = -0.0753
Good Returns
Average Returns
Small Returns
Negative ReturnsHD

Home Depot Relative Performance Indicators

Estimated Market Risk
  actual daily
 14 %
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 Performance Rating

The Home Depot Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days The Home Depot has generated negative risk-adjusted returns adding no value to investors with long positions.

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

Home Depot Performance Indicators

Home Depot Basic Price Performance Measures

Quick Ratio0.22
Fifty Two Week Low167.00
Target High Price230.00
Payout Ratio43.45%
Fifty Two Week High215.43
Target Low Price175.00
Trailing Annual Dividend Yield2.36%

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  
Please also check Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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