|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.
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 (%)
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.