Realogy Holdings Performance

Realogy Holdings Corp -- USA Stock  

USD 27.54  0.01  0.0363%

On a scale of 0 to 100 Realogy Holdings holds performance score of 12. The organization holds Beta of 0.7246 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.. Although it is extremely important to respect Realogy Holdings Corp current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 analyzing Realogy Holdings Corp technical indicators you can presently evaluate if the expected return of 0.2108% will be sustainable into the future. Please employ Realogy Holdings Corp Total Risk Alpha as well as the relationship between Downside Variance and Daily Balance Of Power to make a quick decision on weather Realogy Holdings historical price patterns will revert.
Investment Horizon     30 Days    Login   to change

Realogy Holdings Corp Relative Risk vs. Return Landscape

If you would invest  2,649  in Realogy Holdings Corp on November 11, 2017 and sell it today you would earn a total of  111  from holding Realogy Holdings Corp or generate 4.19% return on investment over 30 days. Realogy Holdings Corp is currenly generating 0.2108% of daily expected returns and assumes 1.0685% risk (volatility on return distribution) over the 30 days horizon. In different words, 9% of equities are less volatile than Realogy Holdings Corp and 96% 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 2.07 times more return on investment than the market. However, the company is 2.07 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.36 per unit of risk.

Realogy Holdings Daily Price Distribution

The median price of Realogy Holdings for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 26.5 with a coefficient of variation of 2.15. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 26.79, and mean deviation of 0.51. The Stock did not receive any noticable media coverage during the period.
12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Realogy Holdings Corp are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Realogy Holdings Sharpe Ratio = 0.1973
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Estimated Market Risk

 1.07
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.21
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.2
  actual daily
 
 12 %
of total potential
  
Based on monthly moving average Realogy Holdings is performing at about 12% 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
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