Home Depot Performance

HD -- USA Stock  

USD 212.39  1.33  0.63%

On a scale of 0 to 100 Home Depot holds performance score of 21. The company retains Market Volatility (i.e. Beta) of 0.2988 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 vital to follow to The Home Depot current price history, it is good to be conservative about what you can actually do with the information regarding 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 0.3013% will be sustainable into the future. Please utilizes Home Depot Standard Deviation, Value At Risk, Kurtosis, as well as the relationship between Jensen Alpha and Semi Variance to make a quick decision on weather The Home Depot current trending patterns will revert.
Horizon     30 Days    Login   to change

The Home Depot Relative Risk vs. Return Landscape

If you would invest  19,897  in The Home Depot on August 24, 2018 and sell it today you would earn a total of  1,342  from holding The Home Depot or generate 6.74% return on investment over 30 days. The Home Depot is generating 0.3013% of daily returns and assumes 0.9436% volatility on return distribution over the 30 days horizon. Put differently, 8% of equity instruments are less risky than the company on the bases of their historical return distribution and some 95% 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 2.1 times more return on investment than the market. However, the company is 2.1 times more volatile than its market benchmark. It trades about 0.32 of its potential returns per unit of risk. The DOW is currently generating roughly 0.39 per unit of risk.

Home Depot Market Risk Analysis

Sharpe Ratio = 0.3193
Good Returns
Average Returns
Small ReturnsHD
Negative Returns

Home Depot Relative Performance Indicators

Estimated Market Risk
  actual daily
 92 %
of total potential
Expected Return
  actual daily
 5 %
of total potential
Risk-Adjusted Return
  actual daily
 21 %
of total potential
Based on monthly moving average Home Depot is performing at about 21% 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

Compared to the overall equity markets, risk-adjusted returns on investments in The Home Depot are ranked lower than 21 (%) of all global equities and portfolios over the last 30 days.

Home Depot Alerts

Equity Alerts and Improvement Suggestions

About 71.0% of the company shares are owned by institutional investors
On August 29, 2018 Home Depot paid $ 1.03 per share dividend to its current shareholders
Latest headline from MacroaxisInsider: Acquisition by Brown J Frank of 482 shares of Home Depot subject to Rule 16b-3

Home Depot Performance Indicators

The Home Depot Basic Price Performance Measures

Quick Ratio0.31
Fifty Two Week Low159.75
Target High Price230.00
Payout Ratio45.18%
Fifty Two Week High215.43
Target Low Price187.00
Trailing Annual Dividend Yield1.89%

Home Depot 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  
Please also check Risk vs Return Analysis. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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