Macys Downside Variance

Macys Inc -- USA Stock  

USD 27.01  0.41  1.54%

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Macys Inc has current Downside Variance of 9.69. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Macys 
Downside Variance 
 = 
SUM(RET DEV)2 
N(ER) 
 = 
9.69
SUM =   Summation notation
RET DEV =   Actual returns deviation over selected period
N(ER) =   Number of points with returns less than expected return for the period

Downside Variance Comparison

Macys Inc is regarded second in downside variance category among related companies. It is regarded second in maximum drawdown category among related companies reporting about  0.94  of Maximum Drawdown per Downside Variance. The ratio of Downside Variance to Maximum Drawdown for Macys Inc is roughly  1.06 
Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
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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
Related EntityFD
CurrencyUSD - US Dollar