Macroaxis considers Realogy Holdings not too risky given 1 month investment horizon. Realogy Holdings Corp maintains Sharpe Ratio (i.e. Efficiency) of 0.1973 which implies Realogy Holdings Corp had 0.1973% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Realogy Holdings Corp which you can use to evaluate future volatility of the company. Please employ Realogy Holdings Corp Coefficient Of Variation of 589.82, Semi Deviation of 0.5841 and Risk Adjusted Performance of 0.0895 to confirm if our risk estimates are consistent with your expectations.
|Investment Horizon||30 Days Login to change|
Realogy Holdings Market Sensitivity
|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.One Month Beta |Analyze Realogy Holdings Corp Demand TrendCheck current 30 days Realogy Holdings correlation with market (DOW)|
β = 0.7246
Realogy Holdings Corp Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, Realogy Holdings has beta of 0.7246 . This implies as returns on market go up, Realogy Holdings average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Realogy Holdings Corp will be expected to be much smaller as well. Moreover, Realogy Holdings Corp has an alpha of 0.0478 implying that it can potentially generate 0.0478% excess return over DOW after adjusting for the inherited market risk (beta).
Given the investment horizon of 30 days, the coefficient of variation of Realogy Holdings is 506.79. The daily returns are destributed with a variance of 1.14 and standard deviation of 1.07. The mean deviation of Realogy Holdings Corp is currently at 0.75. For similar time horizon, the selected benchmark (DOW) has volatility of 0.5