Macys Performance

Macys Inc -- USA Stock  

USD 24.8  0.21  0.85%

Macys has performance score of 1 on a scale of 0 to 100. The company secures Beta (Market Risk) of 1.352 which conveys that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Macys will likely underperform.. Although it is extremely important to respect Macys Inc price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Macys Inc technical indicators you can presently evaluate if the expected return of 0.0914% will be sustainable into the future. Macys Inc right now secures a risk of 4.9812%. Please verify Macys Inc Variance as well as the relationship between Value At Risk and Skewness to decide if Macys Inc will be following its current price movements.
Investment Horizon     30 Days    Login   to change

Macys Inc Relative Risk vs. Return Landscape

If you would invest  2,459  in Macys Inc on November 17, 2017 and sell it today you would earn a total of  21  from holding Macys Inc or generate 0.85% return on investment over 30 days. Macys Inc is generating 0.0914% of daily returns and assumes 4.9812% volatility on return distribution over the 30 days horizon. Put is differently, 46% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Macys Inc is expected to generate 2.82 times less return on investment than the market. In addition to that, the company is 11.09 times more volatile than its market benchmark. It trades about 0.02 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of volatility.

Macys Daily Price Distribution

The median price of Macys for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 24.19 with a coefficient of variation of 9.77. The daily time series for the period is distributed with a sample standard deviation of 2.28, arithmetic mean of 23.31, and mean deviation of 2.08. The Stock received some media coverage during the period.
1 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Macys Inc are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Macys Sharpe Ratio = 0.0184
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Estimated Market Risk

 4.98
  actual daily
 
 54 %
of total potential
  

Expected Return

 0.09
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.02
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Macys is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Macys by adding it to a well-diversified portfolio.

Dividends

Macys Inc Dividends Analysis
Check Macys Inc dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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