Macys Alpha and Beta Analysis Overview

M -- USA Stock  

USD 39.62  2.19  5.85%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Macys Market Premiums

α0.49β0.00
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Treynor Ratio  

0.0

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, May 24, 2018 and Sat, Jun 23, 2018 is 38.73 with a coefficient of variation of 6.16. The daily time series for the period is distributed with a sample standard deviation of 2.32, arithmetic mean of 37.71, and mean deviation of 2.02. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 

Current Sentiment - M

Macys Investor Sentiment
Most of Macroaxis users are now bullish on Macys. What is your trading attitude regarding investing in Macys? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.