Macys Alpha and Beta Analysis

Macys Inc -- USA Stock  

USD 24.8  1.03  3.99%

This module allows you to check different measures of market premium for Macys Inc 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
Investment Horizon     30 Days    Login   to change
Run Premiums

Macys Market Premiums

α (average alpha)=0.65    β (beta)=1.55    
30 days against DJI
Risk Adjusted Performance  0.2095Jensen Alpha  0.8219Total Risk Alpha  (0.002672)Sortino Ratio  0.3863Treynor Ratio  0.8466

Macys expected buy-and-hold returns


Macys Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Macys Return and Market Media

The median price of Macys for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 23.98 with a coefficient of variation of 10.32. The daily time series for the period is distributed with a sample standard deviation of 2.38, arithmetic mean of 23.09, and mean deviation of 2.21. The Stock received some media coverage during the period.
Price Growth (%)  
Can Downtown Macy store gain new lease on life12/13/2017