Macys Performance

M -- USA Stock  

  Trading Volume Increase

The company secures Beta (Market Risk) of 2.3712 which conveys that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Macys will likely underperform. Even though it is essential to pay attention to Macys price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Macys exposes twenty-one different technical indicators which can help you to evaluate its performance. Macys has expected return of -0.0266%. Please be advised to verify Macys Variance as well as the relationship between Value At Risk and Skewness to decide if Macys past performance will be repeated at some point in the near future.

Risk-Adjusted Performance

Over the last 30 days Macys has generated negative risk-adjusted returns adding no value to investors with long positions. Even with considerably steady technical indicators, Macys is not utilizing all of its potentials. The prevalent stock price chaos, may contribute to medium term losses for the stakeholders.
Quick Ratio0.21
Fifty Two Week Low14.11
Target High Price27.00
Payout Ratio45.90%
Fifty Two Week High38.35
Target Low Price12.00
Trailing Annual Dividend Yield9.46%
Horizon     30 Days    Login   to change

Macys Relative Risk vs. Return Landscape

If you would invest  1,680  in Macys on October 13, 2019 and sell it today you would lose (72.00)  from holding Macys or give up 4.29% of portfolio value over 30 days. Macys is generating negative expected returns and assumes 2.9054% volatility on return distribution over the 30 days horizon. Put is differently, 26% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Macys is expected to under-perform the market. In addition to that, the company is 3.92 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.18 per unit of volatility.

Macys Market Risk Analysis

Sharpe Ratio = -0.0091
Good Returns
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Macys Relative Performance Indicators

Estimated Market Risk
  actual daily
 26 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Macys is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Macys by adding it to a well-diversified portfolio.

Macys Alerts

Equity Alerts and Improvement Suggestions

Macys generates negative expected return over the last 30 days
Macys has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its interest payments
Over 95.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Macys exotic insider transaction detected

Macys Dividends

Macys Dividends Analysis

Check Macys dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please see also Stocks Correlation. Please also try CEO Directory module to screen ceos from public companies around the world.