Home Depot Cdr Stock Market Value
| HD Stock | 24.43 0.02 0.08% |
| Symbol | Home |
Home Depot 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Home Depot's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Home Depot.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Home Depot on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Home Depot CDR or generate 0.0% return on investment in Home Depot over 90 days. Home Depot is related to or competes with Matachewan Consolidated, Lycos Energy, Taiga Building, Brompton Energy, PetroTal Corp, Allied Properties, and Canadian Life. Home Depot is entity of Canada. It is traded as Stock on TO exchange. More
Home Depot Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Home Depot's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Home Depot CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.0036 | |||
| Maximum Drawdown | 7.69 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.6 |
Home Depot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Home Depot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Home Depot's standard deviation. In reality, there are many statistical measures that can use Home Depot historical prices to predict the future Home Depot's volatility.| Risk Adjusted Performance | 0.0416 | |||
| Jensen Alpha | 0.0333 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0037 | |||
| Treynor Ratio | 0.1207 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Home Depot's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Home Depot February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0416 | |||
| Market Risk Adjusted Performance | 0.1307 | |||
| Mean Deviation | 1.23 | |||
| Semi Deviation | 1.59 | |||
| Downside Deviation | 1.67 | |||
| Coefficient Of Variation | 2215.27 | |||
| Standard Deviation | 1.69 | |||
| Variance | 2.84 | |||
| Information Ratio | 0.0036 | |||
| Jensen Alpha | 0.0333 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0037 | |||
| Treynor Ratio | 0.1207 | |||
| Maximum Drawdown | 7.69 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.6 | |||
| Downside Variance | 2.79 | |||
| Semi Variance | 2.54 | |||
| Expected Short fall | (1.34) | |||
| Skewness | (0.25) | |||
| Kurtosis | 2.92 |
Home Depot CDR Backtested Returns
As of now, Home Stock is very steady. Home Depot CDR holds Efficiency (Sharpe) Ratio of 0.0888, which attests that the entity had a 0.0888 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Home Depot CDR, which you can use to evaluate the volatility of the firm. Please check out Home Depot's Risk Adjusted Performance of 0.0416, market risk adjusted performance of 0.1307, and Downside Deviation of 1.67 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Home Depot has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Home Depot's returns are expected to increase less than the market. However, during the bear market, the loss of holding Home Depot is expected to be smaller as well. Home Depot CDR right now retains a risk of 1.7%. Please check out Home Depot semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Home Depot will be following its current trending patterns.
Auto-correlation | 0.36 |
Below average predictability
Home Depot CDR has below average predictability. Overlapping area represents the amount of predictability between Home Depot time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Home Depot CDR price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Home Depot price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Pair Trading with Home Depot
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Home Depot position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Home Depot will appreciate offsetting losses from the drop in the long position's value.Moving together with Home Stock
Moving against Home Stock
| 0.72 | DRT | DIRTT Environmental | PairCorr |
| 0.38 | GUD | Knight Therapeutics | PairCorr |
| 0.38 | AOV | Amotiv Limited | PairCorr |
The ability to find closely correlated positions to Home Depot could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Home Depot when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Home Depot - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Home Depot CDR to buy it.
The correlation of Home Depot is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Home Depot moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Home Depot CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Home Depot can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Home Stock
Home Depot financial ratios help investors to determine whether Home Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Home with respect to the benefits of owning Home Depot security.