While we all know that home improvement giant Home Depot (HD) is a great place to buy hammers and saws and lumber and such, we often do not consider the value of its advertising space. But Home Depot has, via its Orange Apron Media network. And Home Depot is shaking up the way it presents advertiser value, by not looking so much at ROAS—Return on Ad Spend—so much as ROMO. That shift is causing a shakeup in the landscape, and shareholders are skeptical about the impact. Home Depot shares are down fractionally in Tuesday afternoon's trading.