NYSE:HD Home Depot, Inc. stock

NYSE:HD – Home Depot, Inc. data analysis summary on 09-09-2021:

  • Last closing quote is 331.77 USD
  • Last daily return is 0.06% (0.19 USD in absolute)
  • Last year return is 19.76%
  • Last year historical 1% Value at Risk is -3.61%

NYSE:HD – Home Depot, Inc. informations :

NYSE:HD – Home Depot, Inc. refers to :

NYSE:HD stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns 0.92% 25.22%* 19.76% 42.47%
15 days moving average returns -0.75% 23.97% 15.99% 45.71%
45 days moving average returns 2.25% 20.45% 20.10% 51.35%

Notes :

  • Reading example: NYSE:HD stock closing price has increased of 25.22%* over the last 6 months
  • Returns are not annualized

NYSE:HD stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.61% -5.67%
5% -2.23%(a) -2.59%
10% -1.34% -1.54%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.09%(b) 0.09%
Volatility
(standard deviation)
1.28%(c) 2.12%
Value at Risk 1% -2.89% -4.83%
5% -2.01%(d) -3.39%
10% -1.55% -2.62%

Notes:

  • Reading example: Using historical NYSE:HD stock data closing price daily returns over last year, the 5% worst returns are less than -2.23%(a). Also, if we assume that historical NYSE:HD stock returns price over last year follows a normal distribution of mean 0.09%(b) and standard deviation 1.28%(c), the 5% worst returns are less than -2.01%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud