Macys Performance

Macys Inc -- USA Stock  

USD 19.95  0.06  0.3%

Macroaxis gives Macys performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.8092 which conveys that as returns on market increase, returns on owning Macys are expected to decrease at a much smaller rate. During bear market, Macys is likely to outperform the market.. Even though it is essential to pay attention to Macys Inc price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Macys exposes twenty-one different technical indicators which can help you to evaluate its performance. Macys Inc has expected return of -0.4667%. Please be advised to verify Macys Inc Variance as well as the relationship between Value At Risk and Skewness to decide if Macys Inc past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  2,210  in Macys Inc on September 17, 2017 and sell it today you would lose (221)  from holding Macys Inc or give up 10.0% of portfolio value over 30 days. Macys Inc is generating negative expected returns and assumes 1.5148% volatility on return distribution over the 30 days horizon. Put is differently, 14% 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 under-perform the market. In addition to that, the company is 6.47 times more volatile than its market benchmark. It trades about -0.31 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.56 per unit of volatility.

Macys Daily Price Distribution

The median price of Macys for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 21.05 with a coefficient of variation of 3.46. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 21.09, and mean deviation of 0.62. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Macys Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Macys Sharpe Ratio = -0.3081
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Estimated Market Risk

 1.51
  actual daily
 
 86 %
of total potential
  

Expected Return

 -0.47
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.31
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Macys is performing at about 0% 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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