Macys Value At Risk

Macys Inc -- USA Stock  

USD 19.89  0.31  1.53%

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Macys Inc has current Value At Risk of (2.21). Value At Risk (or VAR) is statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Macys 
Value At Risk 
 = 
ER[a] x N 
+  
(Z-SCORE x STD x SQRT (N)) 
 = 
(2.21)
ER[a] =   Expected return on investing in Macys
STD =   Standard Deviation of Macys
N =   Number of points for the period
Z-SCORE =   Number of standard deviations above or below the mean

Value At Risk Comparison

Macys Inc is rated below average in value at risk category among related companies. It is regarded third in maximum drawdown category among related companies .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
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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