Home Depot Risk Analysis

The Home Depot Inc -- USA Stock  

USD 182.13  1.75  0.95%

Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for The Home Depot which you can use to evaluate future volatility of the corporation. Please check out Home Depot to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

The Home Depot Technical Analysis

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Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Home Depot has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Home Depot are completely uncorrelated. Furthermore, The Home Depot IncIt does not look like Home Depot alpha can have any bearing on the equity current valuation.
Alpha over DOW
βBeta against DOW=0.00
Overall volatility
 IrInformation ratio =0.00

Actual Return Volatility

The Home Depot Inc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4723% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Total Debt

The Home Depot Total Debt History

Total Debt

Investment Outlook

Home Depot Investment Opportunity
DOW has a standard deviation of returns of 0.47 and is 9.223372036854776E16 times more volatile than The Home Depot Inc. 0% of all equities and portfolios are less risky than Home Depot. Compared to the overall equity markets, volatility of historical daily returns of The Home Depot Inc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Home Depot Current Risk Indicators