Macys Alpha and Beta Analysis Overview

M -- USA Stock  

USD 35.55  0.37  1.05%

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

α0.04β1.63
30 days against DJI
Risk Adjusted Performance  

0.12

Jensen Alpha  

0.31

Total Risk Alpha  

0.85

Sortino Ratio  

0.0

Treynor Ratio  

1.12

Macys expected buy-and-hold returns

Macys Market Price Analysis

Macys Return and Market Media

The median price of Macys for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 36.27 with a coefficient of variation of 40.71. The daily time series for the period is distributed with a sample standard deviation of 12.73, arithmetic mean of 31.28, and mean deviation of 8.53. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Wobbling Stocks Kinder Morgan, Inc., , Macys, Inc.,08/31/2018
2
Acquisition by Stiritz William P of 163 shares of Macys subj...09/04/2018
3
Macys exotic insider transaction detected09/07/2018
4
Exercise or conversion by Lawton Iii Harry A of 54722 shares...09/11/2018
5
Acquisition by Meyer Feldberg of 336 shares of Macys subject...09/14/2018

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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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