Home Depot Performance

The Home Depot Inc -- USA Stock  

USD 183.52  1.72  0.95%

On a scale of 0 to 100 Home Depot holds performance score of 29. The company retains Market Volatility (i.e. Beta) of 1.2561 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.. 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 0.4637% will be sustainable into the future. Please utilizes Home Depot Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Total Risk Alpha and Downside Variance to make a quick decision on weather The Home Depot Inc current trending patterns will revert.
Investment Horizon     30 Days    Login   to change

The Home Depot Relative Risk vs. Return Landscape

If you would invest  16,535  in The Home Depot Inc on November 13, 2017 and sell it today you would earn a total of  1,751  from holding The Home Depot Inc or generate 10.59% return on investment over 30 days. The Home Depot Inc is generating 0.4637% of daily returns and assumes 1.0374% volatility on return distribution over the 30 days horizon. Put differently, 9% of equity instruments are less risky than the company on the bases of their historical return distribution and some 92% 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 2.09 times more return on investment than the market. However, the company is 2.09 times more volatile than its market benchmark. It trades about 0.45 of its potential returns per unit of risk. The DOW is currently generating roughly 0.41 per unit of risk.

Home Depot Daily Price Distribution

The median price of Home Depot for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 176.57 with a coefficient of variation of 3.89. The daily time series for the period is distributed with a sample standard deviation of 6.81, arithmetic mean of 175.1, and mean deviation of 6.0. The Stock received some media coverage during the period.
29 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in The Home Depot Inc are ranked lower than 29 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Home Depot Sharpe Ratio = 0.447
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Estimated Market Risk

 1.04
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.46
  actual daily
 
 8 %
of total potential
  

Risk-Adjusted Return

 0.45
  actual daily
 
 29 %
of total potential
  
Based on monthly moving average Home Depot is performing at about 29% 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
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