Macys Performance

Macys Inc -- USA Stock  

USD 28.68  1.47  5.40%

On a scale of 0 to 100 Macys holds performance score of 5. The company secures Beta (Market Risk) of -0.8263 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.. 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 0.2011% will be sustainable into the future. Please exercises Macys Inc Variance as well as the relationship between Value At Risk and Skewness to make a quick decision on weather Macys Inc current price movements will revert.
 Time Horizon     30 Days    Login   to change

Macys Inc Relative Risk vs. Return Landscape

If you would invest  2,617  in Macys Inc on February 22, 2018 and sell it today you would earn a total of  104.00  from holding Macys Inc or generate 3.97% return on investment over 30 days. Macys Inc is generating 0.2011% of daily returns and assumes 2.2382% volatility on return distribution over the 30 days horizon. Put is differently, 20% of equities are less volatile than the company and over 97% 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 2.06 times more return on investment than the market. However, the company is 2.06 times more volatile than its market benchmark. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of risk.

Operating Margin

Macys Inc Operating Margin
Based on recorded statements Macys Inc has Operating Margin of 10.19%. This is 294.84% lower than that of the Services sector, and significantly higher than that of Diversified Wholesale And Retail industry, The Operating Margin for all stocks is 193.4% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Macys Daily Price Distribution

The median price of Macys for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 28.93 with a coefficient of variation of 3.23. The daily time series for the period is distributed with a sample standard deviation of 0.94, arithmetic mean of 29.06, and mean deviation of 0.71. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Macys Inc are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Macys Sharpe Ratio = 0.0898
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Estimated Market Risk

  actual daily
 80 %
of total potential

Expected Return

  actual daily
 3 %
of total potential

Risk-Adjusted Return

  actual daily
 5 %
of total potential
Based on monthly moving average Macys is performing at about 5% 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.


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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