Home Depot Performance

The Home Depot Inc -- USA Stock  

USD 184.69  2.28  1.22%

Macroaxis gives Home Depot performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.1773 which attests that as returns on market increase, returns on owning Home Depot are expected to decrease at a much smaller rate. During bear market, Home Depot is likely to outperform the market.. Even though it is essential to pay attention to The 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. The Home Depot exposes twenty-one different technical indicators which can help you to evaluate its performance. The Home Depot has expected return of -0.2448%. Please be advised to check out Home Depot Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Information Ratio and Downside Variance to decide if The Home Depot past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

The Home Depot Relative Risk vs. Return Landscape

If you would invest  19,833  in The Home Depot Inc on January 18, 2018 and sell it today you would lose (1,136)  from holding The Home Depot Inc or give up 5.73% of portfolio value over 30 days. The Home Depot Inc is generating negative expected returns and assumes 2.1743% volatility on return distribution over the 30 days horizon. Put differently, 20% 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 Inc is expected to under-perform the market. In addition to that, the company is 1.27 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of volatility.

Operating Margin

The Home Depot Operating Margin
Based on recorded statements The Home Depot Inc has Operating Margin of 16.58%. This is 417.02% lower than that of the Services sector, and significantly higher than that of Diversified Wholesale And Retail industry, The Operating Margin for all stocks is 251.97% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Home Depot Daily Price Distribution

The median price of Home Depot for the period between Thu, Jan 18, 2018 and Sat, Feb 17, 2018 is 198.33 with a coefficient of variation of 4.78. The daily time series for the period is distributed with a sample standard deviation of 9.3, arithmetic mean of 194.77, and mean deviation of 8.45. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

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

One Month Efficiency

Home Depot Sharpe Ratio = -0.1126
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsHD

Estimated Market Risk

 2.17
  actual daily
 
 80 %
of total potential
  

Expected Return

 -0.24
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.11
  actual daily
 
 1 %
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.

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