NYSE:HD Home Depot, Inc. stock

NYSE:HD – Home Depot, Inc. data analysis summary on 21-07-2021:

  • Last closing quote is 326.36 USD
  • Last daily return is 0.31% (1.01 USD in absolute)
  • Last year return is 24.37%
  • 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 6.10% 16.95%* 24.37% 54.48%
15 days moving average returns 4.14% 18.28% 26.42% 50.37%
45 days moving average returns -1.01% 16.64% 26.33% 54.35%

Notes :

  • Reading example: NYSE:HD stock closing price has increased of 16.95%* 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) -2.60%
10% -1.36% -1.60%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.10%(b) 0.11%
Volatility
(standard deviation)
1.29%(c) 2.14%
Value at Risk 1% -2.91% -4.86%
5% -2.03%(d) -3.41%
10% -1.56% -2.63%

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 0.10%(b) and standard deviation 1.29%(c), the 5% worst returns are less than -2.03%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud