Automatic Data Processing Inc. (NASDAQ:ADP) Trading Ideas and Stock Summary

Charts for Today's Stock Price and Implied Volatility in Automatic Data Processing Inc.

14-Feb-2020

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Current·Historical

30-Day Implied Volatility | IV30 Full Chart

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Trades Ideas for Best Option Strategies for ADP by Theoretical Edge and Win Rates

Strategy:

Edge Explained...

Sentiment

News

All·Press Releases·Headlines

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ADP National Employment Report: Private Sector Employment Increased by 291,000 Jobs in January

PRNewswire 5-Feb 8:15 AM

ADP Research Institute Report Reveals the Gig Workforce is Filling a Void in the Tight Labor Market

PRNewswire 4-Feb 8:30 AM

January 2020 ADP National Employment Report, ADP Small Business Report and ADP National Franchise Report to be Released on Wednesday, February 5, 2020

PRNewswire 29-Jan 8:15 AM

ADP Reports Second Quarter Fiscal 2020 Results

PRNewswire 29-Jan 7:00 AM

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Stats

Performance Comparison

Performance Over Time
Duration	ADP Return Total return over time for ADP, including dividends	Low	High	SPY Return Total return over time for SPY, including dividends

Today	+0.6%	179.40	181.28	+0.2%
2 Week	+5.8%	173.00	181.28	+4.9%
1 Month	+5.9%	168.34	181.28	+3.1%
3 Month	+7.1%	165.23	181.28	+9.6%
6 Month	+11.7%	153.72	181.28	+20.0%
1 Year	+24.6%	148.15	181.28	+25.1%
YTD	+6.3%	167.95	181.28	+4.9%
3 Year	+90.7%	95.50	181.28	+51.1%
5 Year	+118.4%	64.29	181.28	+72.5%

Basic Strategy Comparison - Daily Returns - Last 15 Days A comparison of three basic strategies over 15 one-day periods. Long ADP, Long SPY, and a paired trade that consists of Long ADP and Short an equal amount of SPY. It is presumed notional risk is reset at the end of each period.
Stat	Long ADP Only	Long SPY Only	Paired Long ADP and Short SPY

% Positive Obs	67%	67%	53%
Avg Return	+0.16%	+0.18%	-0.02%
Std Dev	1.65%	0.93%	1.35%
Sharpe Ratio	9.9%	19.4%	-1.3%

Basic Strategy Comparison - Daily Returns - Last 30 Days A comparison of three basic strategies over 30 one-day periods. Long ADP, Long SPY, and a paired trade that consists of Long ADP and Short an equal amount of SPY. It is presumed notional risk is reset at the end of each period.
Stat	Long ADP Only	Long SPY Only	Paired Long ADP and Short SPY

% Positive Obs	60%	63%	60%
Avg Return	+0.22%	+0.13%	+0.08%
Std Dev	1.27%	0.74%	1.02%
Sharpe Ratio	17.0%	17.6%	8.3%

Basic Strategy Comparison - Daily Returns - Last 90 Days A comparison of three basic strategies over 90 one-day periods. Long ADP, Long SPY, and a paired trade that consists of Long ADP and Short an equal amount of SPY. It is presumed notional risk is reset at the end of each period.
Stat	Long ADP Only	Long SPY Only	Paired Long ADP and Short SPY

% Positive Obs	56%	67%	51%
Avg Return	+0.16%	+0.16%	-0.01%
Std Dev	1.04%	0.58%	0.86%
Sharpe Ratio	15.2%	28.2%	-0.8%

Time Period:15-Day·30-Day·90-Day

Market Correlation
Symbol	Sector	Current % Chg The current % change of the correlated symbol's stock price	R-Squared	Beta

XLK	Sector ETF	+0.4%	0.37	0.70
SPY	Broad Based ETF	+0.2%	0.33	0.89
IYR	Sector ETF	+0.9%	0.32	0.84

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