Macys Performance

M -- USA Stock  

USD 38.73  0.89  2.25%

On a scale of 0 to 100 Macys holds performance score of 24. The company secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Macys are completely uncorrelated. Although it is vital to follow to Macys price patterns, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty-one technical indicators for Macys which you can use to evaluate performance of the firm. Please exercises Macys Variance as well as the relationship between Value At Risk and Skewness to make a quick decision on weather Macys current price movements will revert.
 Time Horizon     30 Days    Login   to change

Macys Relative Risk vs. Return Landscape

If you would invest  3,312  in Macys on May 22, 2018 and sell it today you would earn a total of  650.00  from holding Macys or generate 19.63% return on investment over 30 days. Macys is generating 0.884% of daily returns and assumes 2.4067% volatility on return distribution over the 30 days horizon. Put is differently, 22% of equities are less volatile than the company and over 84% 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 is expected to generate 4.1 times more return on investment than the market. However, the company is 4.1 times more volatile than its market benchmark. It trades about 0.37 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

Macys Market Risk Analysis

Sharpe Ratio = 0.3673
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Macys Relative Performance Indicators

Estimated Market Risk
 2.41
  actual daily
 
 78 %
of total potential
  
Expected Return
 0.88
  actual daily
 
 16 %
of total potential
  
Risk-Adjusted Return
 0.37
  actual daily
 
 24 %
of total potential
  
Based on monthly moving average Macys is performing at about 24% 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.

Performance Rating

Macys Risk Adjusted Performance Analysis
24 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Macys are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.

Macys Alerts

Equity Alerts and Improvement Suggestions
Macys has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its interest payments
Over 93.0% of the company shares are owned by institutional investors
On June 14, 2018 Macys paid $ 0.3775 per share dividend to its current shareholders
Latest headline from MacroaxisInsider: Acquisition by Cole Thomas L of 67515 shares of Macys subject to Rule 16b-3

Dividends

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