Macys Sortino Ratio

Macys Inc -- USA Stock  

USD 24.59  0.21  0.85%

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Symbol
Refresh
Macys Inc has current Sortino Ratio of 0.3429. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Macys 
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.3429
ER[a] =   Expected return on investing in Macys
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Macys Inc is regarded third in sortino ratio category among related companies. It is regarded second in maximum drawdown category among related companies reporting about  35.44  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Macys Inc is roughly  35.44 
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
Compare Macys to competition
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