Macroaxis considers Realogy Holdings to be not too volatile. Realogy Holdings Corp maintains Sharpe Ratio (i.e. Efficiency) of -0.1193 which implies Realogy Holdings Corp had -0.1193% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Realogy Holdings Corp exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Realogy Holdings Corp Coefficient Of Variation of
778.08 and Risk Adjusted Performance of 0.01 to confirm risk estimate we provide.
|Time Horizon||30 Days Login to change|
Realogy Holdings Corp Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, Realogy Holdings has beta of 0.0 . This implies unless we do not have required data, the returns on DOW and Realogy Holdings are completely uncorrelated. Furthermore, Realogy Holdings CorpIt does not look like Realogy Holdings alpha can have any bearing on the equity current valuation.
Predicted Return Density