Macys Alpha and Beta Analysis

M -- USA Stock  

Earnings Call  This Week

This module allows you to check different measures of market premium for Macys as well as systematic risk associated with investing in Macys over a specified time horizon. Please see also Macys Backtesting, Macys Valuation, Macys Correlation, Macys Hype Analysis, Macys Volatility, Macys History and analyze Macys Performance.
Enterprise Value
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Macys Market Premiums

α0.05   β2.13
30 days against DJI

Macys expected buy-and-hold returns

Macys Market Price Analysis

Macys Return and Market Media

The median price of Macys for the period between Wed, Aug 21, 2019 and Tue, Nov 19, 2019 is 15.54 with a coefficient of variation of 4.72. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 15.63, and mean deviation of 0.57. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Sale by Joyce Roche of 10000 shares of Macys08/27/2019
2
Macys exotic insider transaction detected08/29/2019
3
Exercise or conversion by Grove Janet of 130000 shares of Ma...08/30/2019
4
Macys exotic insider transaction detected09/05/2019
5
Exercise or conversion by Meyer Feldberg of 7000 shares of M...09/09/2019
6
Exercise or conversion by Lawton Iii Harry A of 54722 shares...09/10/2019
7
Exercise or conversion by Peter Sachse of 13233 shares of Ma...09/11/2019
8
Exercise or conversion by Dennis Broderick of 5600 shares of...09/13/2019
9
Acquisition by Sara Levinson of 10000 shares of Macys subjec...09/16/2019
10
Exercise or conversion by Kronick Susan D of 23000 shares of...09/18/2019
11
Sale by Tysoe Ronald W of 50000 shares of Macys09/19/2019
12
Exercise or conversion by Clark David Wm of 19722 shares of ...09/20/2019
13
Exercise or conversion by Garcia C Elisa D of 10726 shares o...09/24/2019
14
Sale by Patti Ongman of 3750 shares of Macys09/25/2019
15
Purchase by Stiritz William P of 1200 shares of Macys09/30/2019
16
Acquisition by William Lenehan of 1392 shares of Macys subje...10/01/2019
17
Sale by Karen Hoguet of 84000 shares of Macys10/02/2019
18
Exercise or conversion by Hanson Amy of 6750 shares of Macys...10/03/2019
19
Macys exotic insider transaction detected10/07/2019
20
Macys exotic insider transaction detected10/09/2019
21
Purchase by Joseph Neubauer of 200 shares of Macys10/10/2019
22
Macys exotic insider transaction detected10/11/2019
23
Exercise or conversion by Peter Sachse of 37140 shares of Ma...10/14/2019
24
Macys exotic insider transaction detected10/16/2019
25
Acquisition by Meyer Feldberg of 10000 shares of Macys subje...10/17/2019
26
Macys exotic insider transaction detected10/18/2019
27
Acquisition by Von Der Heyden Karl M of 2156 shares of Macys...10/22/2019
28
Purchase by Stiritz William P of 1200 shares of Macys10/24/2019
29
Acquisition by Marna Whittington of 984 shares of Macys subj...10/25/2019
30
Exercise or conversion by Robert Harrison of 8376 shares of ...10/28/2019
31
Exercise or conversion by Kronick Susan D of 3800 shares of ...10/30/2019
32
Acquisition by Dennis Broderick of 24691 shares of Macys sub...10/31/2019
33
Acquisition by Stiritz William P of 381 shares of Macys subj...11/01/2019
34
Acquisition by Terry Lundgren of 270461 shares of Macys subj...11/04/2019
35
Macys exotic insider transaction detected11/05/2019
36
Acquisition by Peter Sachse of 16345 shares of Macys subject...11/08/2019
37
Macys exotic insider transaction detected11/12/2019
38
Stock to Watch Macys, Inc., - NasdaqNewsUpdates11/13/2019
39
Macys exotic insider transaction detected11/14/2019
40
Acquisition by Joseph Neubauer of 376 shares of Macys subjec...11/18/2019

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