Realogy Holdings Performance

Realogy Holdings Corp -- USA Stock  

USD 26.11  0.71  2.80%

Macroaxis gives Realogy Holdings performance score of 0 on a scale of 0 to 100. The organization holds Beta of 0.6602 which implies as returns on market increase, Realogy Holdings returns are expected to increase less than the market. However during bear market, the loss on holding Realogy Holdings will be expected to be smaller as well.. Even though it is essential to pay attention to Realogy Holdings Corp current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Realogy Holdings Corp exposes twenty-one different technical indicators which can help you to evaluate its performance. Realogy Holdings Corp has expected return of -0.1141%. Please be advised to check Realogy Holdings Corp Mean Deviation, Information Ratio as well as the relationship between Information Ratio and Downside Variance to decide if Realogy Holdings Corp past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Realogy Holdings Corp Relative Risk vs. Return Landscape

If you would invest  2,682  in Realogy Holdings Corp on January 20, 2018 and sell it today you would lose (71.00)  from holding Realogy Holdings Corp or give up 2.65% of portfolio value over 30 days. Realogy Holdings Corp is currenly does not generate positive expected returns and assumes 1.6812% risk (volatility on return distribution) over the 30 days horizon. In different words, 15% of equities are less volatile than Realogy Holdings Corp and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Realogy Holdings Corp is expected to generate 0.97 times more return on investment than the market. However, the company is 1.04 times less risky than the market. It trades about -0.07 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 per unit of risk.

Realogy Holdings Daily Price Distribution

The median price of Realogy Holdings for the period between Sat, Jan 20, 2018 and Mon, Feb 19, 2018 is 26.6 with a coefficient of variation of 3.62. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 26.24, and mean deviation of 0.82. The Stock did not receive any noticable media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Realogy Holdings Corp has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Realogy Holdings Sharpe Ratio = -0.0679
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsRLGY

Estimated Market Risk

 1.68
  actual daily
 
 85 %
of total potential
  

Expected Return

 -0.11
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.07
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Realogy Holdings 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 Realogy Holdings by adding it to a well-diversified portfolio.

Dividends

Realogy Holdings Corp Dividends Analysis
Check Realogy Holdings Corp dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends