Macys Alpha and Beta Analysis

Macys Inc -- USA Stock  

USD 29.30  0.40  1.38%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

Macys Market Premiums

α (average alpha)=0.66    β (beta)=0.72    
30 days against DJI
Risk Adjusted Performance  0.2823Jensen Alpha  0.4709Total Risk Alpha  0.6406Sortino Ratio  0.3456Treynor Ratio  0.91

Macys expected buy-and-hold returns


Macys Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
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 Sun, Feb 18, 2018 and Tue, Mar 20, 2018 is 28.92 with a coefficient of variation of 5.5. The daily time series for the period is distributed with a sample standard deviation of 1.57, arithmetic mean of 28.59, and mean deviation of 1.26. The Stock received some media coverage during the period.
 Price Growth (%)  
Exercise or conversion by Jeffrey Gennette of 18609 shares o...02/26/2018
Macys exotic insider transaction detected03/19/2018