Macys Buy or Sell Recommendation

Macroaxis provides Macys Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Macys positions. The advice algorithm takes into account all of Macys Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Macys buy-and-hold prospective. Please see also Macys Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Macys Inc -- USA Stock  

USD 24.59  0.21  0.85%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Macys Inc is 'Strong Buy'.
For the selected time horizon Macys Inc has a risk adjusted performance of 0.1787, jensen alpha of 0.6305, total risk alpha of (0.49), sortino ratio of 0.3429 and treynor ratio of 0.7197
Macroaxis advice module can be used to complement current analysts and expert consensus on Macys Inc. Our buy or sell recommendations engine harnesses analyzes the company potential to grow using all fundamental data market data available at the time. To make sure Macys Inc is not overpriced, please verify all Macys Inc fundamentals including its Cash per Share, Beta and the relationship between Revenue and Cash Flow from Operations . Given that Macys Inc has Price to Earning of 11.28 times, we recommend you check Macys market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your last-minute risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.98Value At Risk2.25
Potential Upside6.66Standard Deviation2.74
 Return Density 
      Distribution 

Macys Greeks

α
Alpha over DOW
=0.63
βBeta against DOW=1.35
σ
Overall volatility
=2.87
 IrInformation ratio =0.26

Macys Volatility Alert

Macys Inc currently demonstrates below average downside deviation of 2.1. It has Information Ratio of 0.26 and Jensen Alpha of 0.63. However, we do advice investors to further question Macys Inc expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
    
 Better Than Average     
    
 Worse Than Average Compare Macys to competition
FundamentalsMacysPeer Average
Return On Equity17.17 % (15.17) %
Return On Asset4.87 % (15.64) %
Profit Margin2.82 % (5.5) %
Operating Margin6.55 % (10.91) %
Current Valuation13.48 B152.14 B
Shares Outstanding304.57 M1.43 B
Shares Owned by Insiders0.32 % 6.91 %
Shares Owned by Institutions86.81 % 18.37 %
Number of Shares Shorted69.78 M3.24 M
Price to Earning11.28 times40.69 times
Price to Book1.85 times14.44 times
Price to Sales0.32 times17.81 times
Revenue24.69 B9.85 B
Gross Profit10.16 B21.75 B
EBITDA2.63 B1.41 B
Net Income697 M517.71 M
Cash and Equivalents534 M3.89 B
Cash per Share1.75 times5.17 times
Total Debt6.32 B7.36 B
Debt to Equity149.6 % 0.72 %
Current Ratio1.29 times3.3 times
Book Value Per Share13.89 times13.64 times
Cash Flow from Operations1.88 B1.25 B
Short Ratio4.14 times2.09 times
Earnings Per Share2.28 times2.3 times
Price to Earnings To Growth0.41 times1.22 times
Number of Employees157.9 K10.67 K
Beta0.710.34
Market Capitalization7.82 B29.78 B
Total Asset16.11 B126.86 B
Retained Earnings6.33 B38.24 B
Working Capital3.57 B3.58 B
Current Asset8.35 B36.8 B
SellBuy
Strong Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Macys exotic insider transaction detected [view details]
Risk Adjusted Performance0.1787
Market Risk Adjusted Performance0.7297
Mean Deviation1.9
Semi Deviation1.13
Downside Deviation2.1
Coefficient Of Variation278.61
Standard Deviation2.74
Variance7.5
Information Ratio0.2628
Jensen Alpha0.6305
Total Risk Alpha(0.49)
Sortino Ratio0.3429
Treynor Ratio0.7197
Maximum Drawdown12.15
Value At Risk(2.25)
Potential Upside6.66
Downside Variance4.41
Semi Variance1.28
Expected Short fall(2.33)
Skewness1.02
Kurtosis1.79

Current Valuation

Macys Current Valuation Analysis
Macys Inc is regarded fifth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Diversified Wholesale And Retail industry is now estimated at about 327.69 Billion. Macys holds roughly 13.48 Billion in current valuation claiming about 4% of equities under Diversified Wholesale And Retail industry.