Home Depot Standard Deviation 
HD  USA Stock  USD 198.88 2.09 1.04% 
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Symbol  Refresh 
Home Depot 
 =  0.5914 
SQRT  =  Square root notation 
V  =  Variance of Home Depot returns 
Standard Deviation Comparison
The Home Depot is rated below average in standard deviation category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 3.49 of Maximum Drawdown per Standard Deviation. The ratio of Maximum Drawdown to Standard Deviation for The Home Depot is roughly 3.49
Standard Deviation  ...

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Pattern Recognition  
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Statistic Functions  
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Volume Indicators 
Risk Adjusted Performance  0.008  
Market Risk Adjusted Performance  0.0142  
Mean Deviation  0.4342  
Semi Deviation  0.5842  
Downside Deviation  0.6205  
Coefficient Of Variation  7384.64  
Standard Deviation  0.5914  
Variance  0.3498  
Information Ratio  0.21  
Jensen Alpha  0.0559  
Total Risk Alpha  0.12  
Sortino Ratio  0.20  
Treynor Ratio  0.0042  
Maximum Drawdown  2.07  
Value At Risk  0.74  
Potential Upside  0.8227  
Downside Variance  0.385  
Semi Variance  0.3413  
Expected Short fall  0.49  
Skewness  0.35  
Kurtosis  0.545 