Macys Coefficient Of Variation

Macys Inc -- USA Stock  

USD 27.60  0.67  2.37%

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Macys Inc has current Coefficient Of Variation of 463.06. Coefficient of Variation (or CV) is a normalized measure of dispersion of a probability distribution. It is also known as variation coefficient or simply unitized risk. The absolute value of Coefficient of Variation is sometimes called Relative Standard Deviation (or RSD), which is expressed as a percentage.
Coefficient Of Variation 
ER =   Expected return on investing in Macys
STD =   Standard Deviation of returns on Macys

Coefficient Of Variation Comparison

Macys Inc is regarded third in coefficient of variation category among related companies. It is regarded third in maximum drawdown category among related companies reporting about  0.0158  of Maximum Drawdown per Coefficient Of Variation. The ratio of Coefficient Of Variation to Maximum Drawdown for Macys Inc is roughly  63.36 
CV is the measure of price and return dispersion sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the non-zero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as percentage, in which case the CV is multiplied by 100.Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices and the more riskier is the asset.
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Macys, Inc., together with its subsidiaries, operates stores, Websites, and mobile applications. Macys, Inc. was founded in 1830 and is based in Cincinnati, Ohio. Macys operates under Department Stores classification in USA and traded on New York Stock Exchange. It employs 130000 people. more
NameMacys Inc
Chairman of macys.comJeffrey KantorView All
Thematic Classifications
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock View All
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00794367.0
Related EntityFD
CurrencyUSD - US Dollar