Macys Coefficient Of Variation

Macys Inc -- USA Stock  

USD 21.3  0.13  0.61%

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Macys Inc has current Coefficient Of Variation of 10051.8. 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.
Macys 
Coefficient Of Variation 
 = 
STD 
ER 
 = 
10051.8
ER =   Expected return on investing in Macys
STD =   Standard Deviation of returns on Macys

Coefficient Of Variation Comparison

Macys Inc is regarded second in coefficient of variation category among related companies. It is regarded third in maximum drawdown category among related companies reporting about  0.0006  of Maximum Drawdown per Coefficient Of Variation. The ratio of Coefficient Of Variation to Maximum Drawdown for Macys Inc is roughly  1,672 
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. more
NameMacys Inc
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00794367.0
ISINUS55616P1049
CUSIP55616P104
CurrencyUSD - US Dollar