|Horizon||30 Days Login to change|
Macys Relative Risk vs. Return LandscapeIf you would invest 3,628 in Macys on August 27, 2018 and sell it today you would lose (190.00) from holding Macys or give up 5.24% of portfolio value over 30 days. Macys is generating negative expected returns and assumes 1.7267% volatility on return distribution over the 30 days horizon. Put is differently, 15% 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.
Macys Market Risk Analysis
Sharpe Ratio = -0.14
Macys Relative Performance Indicators