Home Depot Sortino Ratio

    The Home Depot Inc -- USA Stock  

    USD 167.74  0.74  0.44%

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    The Home Depot Inc has current Sortino Ratio of 0.0. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
    Home Depot 
    Sortino Ratio 
     = 
    ER[a] - ER[b] 
    DD 
     = 
    0.0
    ER[a] =   Expected return on investing in Home Depot
    ER[b] =   Expected return on market index or selected benchmark
    DD =   Downside Deviation

    Sortino Ratio Comparison

    The Home Depot Inc is rated below average in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies .
    The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
    The Home Depot, Inc. operates as a home improvement retailer. more
    NameThe Home Depot Inc
    Analyst Consensus
    Macroaxis Advice
    Bond Rating
    InstrumentUSA Stock Stocks Directory
    RegionNorth America
    ExchangeNew York Stock Exchange
    CIK Number00354950.0
    ISINUS4370761029
    CUSIP437076102
    CurrencyUSD - US Dollar