Macys Alpha and Beta Analysis Overview

M -- USA Stock  

USD 30.80  0.19  0.62%

This module allows you to check different measures of market premium for Macys as well as systematic risk associated with investing in Macys over a specified time horizon. Please see also Macys Backtesting, Macys Valuation, Macys Correlation, Macys Hype Analysis, Macys Volatility, Macys History and analyze Macys Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Macys Market Premiums

α0.08   β0.95
30 days against DJI

Macys expected buy-and-hold returns

Macys Market Price Analysis

Macys Return and Market Media

The median price of Macys for the period between Wed, Oct 17, 2018 and Sun, Dec 16, 2018 is 33.22 with a coefficient of variation of 5.62. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 33.59, and mean deviation of 1.5. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Notable Stocks in the News NXP Semiconductors NV, , Macys, I...11/02/2018
2
Comparing Macys, Inc. and Altice USA, Inc.11/08/2018
3
US STOCKS ON THE MOVE-PGE, Macys, Snap, Tahoe Resources, Con...11/14/2018
4
Exercise or conversion by Lawton Iii Harry A of 200000 share...11/19/2018
5
Stock alteration Macys, Inc., - Money Making News11/27/2018
6
Macys, Inc. s Stock Volatility Tilts The Target Weight to 2....11/30/2018
7
Top Analyst Upgrades and Downgrades Alphabet, American Water...12/06/2018
8
Stocks variation summary Discovery, Inc., , Macys, Inc., - G...12/10/2018
9
Wbi Investments INC Increased Stake in Macys INC by 24.00 Mi...12/14/2018

Macys Upcoming Events

Macys Upcoming Company Events

Upcoming Quarterly ReportMay 10, 2017
Next Earnings ReportAugust 10, 2017

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Please see also Macys Backtesting, Macys Valuation, Macys Correlation, Macys Hype Analysis, Macys Volatility, Macys History and analyze Macys Performance. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
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