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Stock Risk Measures for Home Depot Inc

A quantitative factor review as of March 31, 2021.
  1. Company Info - Description, identity and sector data.
  2. Share Data - Stock earnings and key dates.
  3. Market Risk - Beta, size, liquidity and momentum measures.
  4. Financial Risk - Earnings and dividends.
face pic by Paul Alan Davis, CFA
Updated: April 02, 2021
See how we arrive at an overall risk score of 40 for HD below.

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HD Risk Report

Overview

Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Home Depot Inc. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.

We show how HD stock compares to 2,000+ US-based stocks, and to peers in the Retail Trade sector and Home Centers industry.

Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.

Company Info

Business Description

Company logo The Home Depot is the world's largest home improvement specialty retailer, with 2,296 retail stores in all 50 states, the District of Columbia, Puerto Rico, U.S. Virgin Islands, Guam, 10 Canadian provinces and Mexico. In fiscal 2019, The Home Depot had sales of $110.2 billion and earnings of $11.2 billion. The company employs more than 400,000 associates. The Home Depot's stock is traded on the New York Stock Exchange and is included in the Dow Jones industrial average and Standard & Poor's 500 index.

Identity

Sector and Industry

Share Data

Shares

Earnings and Dividends

Market Risk Measures

Many of the following risk metrics are standardized and transformed into quantitative factors in institutional-level risk models.

Rankings below represent percentiles from 1 to 100, with 1 being the lowest rating of risk.

Systematic Risk

Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)

Company Size

Stocks with higher market capitalization often have lower risk. (↑↓)

Trading Liquidity

Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)

Price Momentum

Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)

Financial Risk Measures

Style risk factors often include measures of profitability and payout levels.

Earnings Yield

Companies with higher earnings generally provide lower risk. (↑↓)

Dividend Yield

Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)

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