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Home Depot Alpha and Beta Analysis

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HD -- USA Stock  

Fiscal Quarter End: April 30, 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for Home Depot as well as systematic risk associated with investing in Home Depot over a specified time horizon. Please check Home Depot Backtesting, Home Depot Valuation, Home Depot Correlation, Home Depot Hype Analysis, Home Depot Volatility, Home Depot History and analyze Home Depot Performance.
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Home Depot Price to Book Value is expected to significantly decrease based on the last few years of reporting. The last year's Price to Book Value was at 79.85. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt benchmark. The goal is to know if an investor is being compensated for the volatility risk taken.The return on investment might be better than a benchmark but still not compensate for the assumption of the volatility risk.
Enterprise Value

Home Depot Market Premiums

α0.26   β1.11
30 days against DJI

Home Depot expected buy-and-hold returns

Home Depot Market Price Analysis

Home Depot Return and Market Media

The median price of Home Depot for the period between Wed, Jan 1, 2020 and Tue, Mar 31, 2020 is 228.1 with a coefficient of variation of 10.7. The daily time series for the period is distributed with a sample standard deviation of 23.59, arithmetic mean of 220.56, and mean deviation of 16.97. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
    
  Timeline 
1
Acquisition by Ridge Thomas J of tradable shares of Home Dep...01/08/2020
2
Acquisition by Snyder James C Jr of 7702 shares of Home Depo...01/09/2020
3
Financial Statements01/13/2020
4
Discretionary transaction by Rice Troy of 1369 shares of Hom...01/16/2020
5
Exercise or conversion by Edward Decker of 10000 shares of H...01/17/2020
6
Payment of 1947 shares by Donovan Dennis M of Home Depot sub...01/23/2020
7
Exercise or conversion by Raines Julian Paul of 3500 shares ...01/28/2020
8
Acquisition by Derodes Robert P of tradable shares of Home D...01/29/2020
9
Acquisition by Carol Tome of tradable shares of Home Depot s...01/30/2020
10
Unclassified Event02/05/2020
11
Payment of 4704 shares by Verschuren Annette M of Home Depot...02/06/2020
12
Acquisition by Ellison Marvin R of tradable shares of Home D...02/10/2020
13
Unclassified Event02/12/2020
14
Unclassified Event02/13/2020
15
Home Depot exotic insider transaction detected02/14/2020
16
Expensive Market, What To Buy The Home Depot Inc. , US Foods...02/19/2020
17
Acquisition by Hart Milledge A Iii of tradable shares of Hom...02/20/2020
18
Financial Statements02/25/2020
19
Acquisition by Gonzalez Claudio X of tradable shares of Home...02/26/2020
20
Financial Statements03/02/2020
21
Bona fide gift to William Lennie of 1037 shares of Home Depo...03/03/2020
22
Exercise or conversion by Vanwoerkom Jack of 25938 shares of...03/05/2020
23
Acquisition by Fernandez Frank L of 50000 shares of Home Dep...03/06/2020
24
Exercise or conversion by William Lennie of 4848 shares of H...03/09/2020
25
Home Depot exotic insider transaction detected03/12/2020
26
Acquisition by Craig Menear of 843 shares of Home Depot subj...03/16/2020
27
Sale by Craig Menear of 54653 shares of Home Depot03/19/2020
28
Exercise or conversion by Edward Decker of 22908 shares of H...03/20/2020
29
Exercise or conversion by Craig Menear of 11781 shares of Ho...03/25/2020
30
Payment of 389 shares by Richard McPhail of Home Depot subje...03/26/2020
31
Acquisition by Richard McPhail of 11217 shares of Home Depot...03/27/2020

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