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Return and volatility forecasts, Value at Risk (VaR), Volume

Updated regularly - Last update on 11-May-2012 
 
Return on Home Depot (hd) stock follows ARMA(1,5)-GARCH(1,1) model (Student-t errors)
Given current Home Depot stock close price of 50.34 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '50.39'     '50.37'      '50.36'      '50.28'  

Probability of Home Depot stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '52.36%'    '49.27%'     '49.77%'     '48.06%' 

Value at Risk (VaR) for $1,000 worth of Home Depot stock at 5 percent probability: 
Lose at most $35.06 in 1 day, $192.06 in 30 days and $332.65 in 90 days

Stock price, return, high and low

Price fundamentals for Home Depot (hd) stock 
 
Home Depot stock price change in percent over the last: 
    '30 days'     '6 months'    '1 year'      '3 years'  
    '-0.5728%'    '37.3533%'    '38.9456%'    '122.2517%'

Average daily return (continuously compounded) for Home Depot stock over the last: 
    '30 days'    '6 months'    '1 year'     '3 years'
    '0.0536%'    '0.2337%'     '0.1307%'    '0.1065%'

OVER THE LAST YEAR:
The minimum Home Depot stock close price of 27.91 was observed on 10-Aug-2011 
The maximum Home Depot stock close price of 52.71 was observed on 02-May-2012 
Current close price of Home Depot (50.34) as a percent of range is equal to 90.44% 
 
The lowest one-day return (i.e. largest price drop for Home Depot stock) 
 of -6.06% was observed on 08-Aug-2011 
The highest one-day return (i.e. largest price increase for Home Depot stock) 
 of 5.27% was observed on 11-Aug-2011 

Technical Analysis: RSI and MACD

RSI readings of Home Depot share greater than 70 are in overbought territory, 
while RSI below 30 is oversold region. RSI 30 to 70 is neutral.
Buy Home Depot stocks when the MACD line crosses up through the signal line.
Sell Home Depot shares when MACD line crosses down through the signal line.

Technical Analysis: Accumulation/Distribution oscillator and Momentum

The Accumulation/Distribution oscillator is a common tool based on the high,
low, opening, and closing prices of Home Depot share for each tradind day.
Momentum calculates the difference between two prices separated by 12 days.

Technical Analysis: Chaikin oscillator and Chaikin volatility

This Chaikin oscillator is computed by subtracting exponential,
moving average of the A/D line of Home Depot stock from the three-period
exponential moving average of the A/D line.
Chaikin volatility is computed from a 10-period exponential moving
average and 10-day difference of Home Depot stock.

Technical Analysis: Williams %R and On-Balance volume

Home Depot equity is considered oversold if Williams R is below -80.
Home Depot share is overbought if Williams R is above -20. 
On-Balance Volume for Home Depot stock adds or subtracts volume to
a total depending on whether Home Depot price moves up or down.

Stock performance compared to Dow Jones Index

Does Home Depot (hd) stock go together with Dow Jones Index? 
 
Correlation between return on Home Depot stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '60.34%'     '60.70%'      '76.14%'    '71.50%' 

Percent of time when return on Home Depot stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '50.00%'     '62.20%'      '54.94%'    '51.78%' 

Stock performance compared to GOLD ETF (gld)

Does Home Depot (hd) stock go together with GOLD ETF? 
 
Correlation between return on Home Depot stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '32.92%'     '31.07%'      '-8.70%'    '0.89%'  

Percent of time when return on Home Depot stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '54.55%'     '65.35%'      '54.55%'    '50.73%' 

Stock performance compared to Physical Silver (slv)

Does Home Depot (hd) stock go together with Physical Silver? 
 
Correlation between return on Home Depot stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '23.73%'     '29.13%'      '6.34%'     '13.70%' 

Percent of time when return on Home Depot stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '59.09%'     '59.84%'      '52.57%'    '49.01%' 

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