Macys Sortino Ratio

Macys Inc -- USA Stock  

USD 29.23  0.33  1.14%

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Macys Inc has current Sortino Ratio of 0.2402. 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.
Sortino Ratio 
ER[a] - ER[b] 
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 fourth in maximum drawdown category among related companies reporting about  30.43  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Macys Inc is roughly  30.43 
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. 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 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