Home Depot Performance

HD -- USA Stock  

USD 187.15  0.30  0.16%

Home Depot has performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Home Depot are completely uncorrelated. 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 0.0143% will be sustainable into the future. The Home Depot right now retains a risk of 0.9595%. Please check out Home Depot Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Information Ratio and Downside Variance to decide if Home Depot will be following its current trending patterns.
 Time Horizon     30 Days    Login   to change

The Home Depot Relative Risk vs. Return Landscape

If you would invest  18,646  in The Home Depot on April 27, 2018 and sell it today you would earn a total of  39.00  from holding The Home Depot or generate 0.21% return on investment over 30 days. The Home Depot is generating 0.0143% of daily returns and assumes 0.9595% 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 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 5.14 times less return on investment than the market. In addition to that, the company is 1.75 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of volatility.

Home Depot Market Risk Analysis

Sharpe Ratio = 0.0149
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Home Depot Relative Performance Indicators

Estimated Market Risk
  actual daily
 92 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  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.

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
About 73.0% of the company shares are owned by institutional investors
Latest headline from mosttradedstocks.com: The Home Depot, Inc. Stay Cool with Active Stock


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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