|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
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 (%)
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.