|Realogy Holdings Corp -- USA Stock|| |
USD 32.87 0.42 1.26%
Macroaxis gives Realogy Holdings performance score of 0 on a scale of 0 to 100. The organization holds Beta of 0.9951 which implies Realogy Holdings returns are very sensitive to returns on the market. as market goes up or down, Realogy Holdings is expected to follow.. Even though it is essential to pay attention to Realogy Holdings Corp
current trending patternss, 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 -0.1748%. 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.
Relative Risk vs. Return Landscape
If you would invest 3,431
in Realogy Holdings Corp on September 21, 2017
and sell it today you would lose (144)
from holding Realogy Holdings Corp or give up 4.2%
of portfolio value over 30
days. Realogy Holdings Corp is currenly does not generate positive expected returns and assumes 1.5384% risk (volatility on return distribution) over the 30 days horizon. In different words, 14% 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 (%)
Given the investment horizon of 30 days, Realogy Holdings Corp is expected to under-perform the market. In addition to that, the company is 6.22 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 0.65 per unit of volatility.
Realogy Holdings Daily Price Distribution
The median price of Realogy Holdings for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 33.29 with a coefficient of variation of 2.16. The daily time series for the period is distributed with a sample standard deviation of 0.72, arithmetic mean of 33.37, and mean deviation of 0.56. The Stock received some media coverage during the period.