Macys Inc Stock Alpha and Beta Analysis
| M Stock | USD 18.73 0.29 1.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Macys Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Macys over a specified time horizon. Remember, high Macys' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Macys' market risk premium analysis include:
Beta 1.52 | Alpha 0.0289 | Risk 2.94 | Sharpe Ratio 0.0138 | Expected Return 0.0406 |
Macys Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Macys |
Macys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Macys market risk premium is the additional return an investor will receive from holding Macys long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Macys. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Macys' performance over market.| α | 0.03 | β | 1.52 |
Macys expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Macys' Buy-and-hold return. Our buy-and-hold chart shows how Macys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Macys Market Price Analysis
Market price analysis indicators help investors to evaluate how Macys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Macys shares will generate the highest return on investment. By understating and applying Macys stock market price indicators, traders can identify Macys position entry and exit signals to maximize returns.
Macys Return and Market Media
The median price of Macys for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 19.08 with a coefficient of variation of 5.15. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 19.3, and mean deviation of 0.8. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Devastated San Francisco reacts to Macys impending exit | 02/27/2024 |
2 | Why Macys Stock Is Up Today | 03/04/2024 |
3 | Macys, Inc. Nominates Douglas W. Sesler for Election to Board of Directors | 03/14/2024 |
4 | Disposition of 7312 shares by Jeffrey Gennette of Macys at 20.79 subject to Rule 16b-3 | 03/21/2024 |
5 | Disposition of 40323 shares by Jeffrey Gennette of Macys subject to Rule 16b-3 | 03/22/2024 |
6 | Macys CEO Antony Spring sells over 273k in company stock | 03/25/2024 |
7 | Disposition of 27132 shares by Jeffrey Gennette of Macys at 19.4356 subject to Rule 16b-3 | 03/26/2024 |
8 | Disposition of 10765 shares by Adrian Mitchell of Macys subject to Rule 16b-3 | 03/27/2024 |
9 | Acquisition by Adrian Mitchell of 35087 shares of Macys subject to Rule 16b-3 | 03/28/2024 |
| Macys dividend paid on 1st of April 2024 | 04/01/2024 |
10 | Macys SVP and controller sells over 10k in company stock | 04/02/2024 |
11 | Macys adds two Arkhouse board candidates in deal to end proxy fight | 04/10/2024 |
12 | Acquisition by Antony Spring of 673 shares of Macys subject to Rule 16b-3 | 04/12/2024 |
13 | Disposition of 3043 shares by Paul Griscom of Macys subject to Rule 16b-3 | 04/22/2024 |
About Macys Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Macys or other stocks. Alpha measures the amount that position in Macys Inc has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2014 | 2020 | 2024 (projected) | Dividend Yield | 0.0943 | 0.0354 | 0.0186 | Price To Sales Ratio | 0.2 | 0.21 | 0.81 |
Macys Upcoming Company Events
As portrayed in its financial statements, the presentation of Macys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Macys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Macys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Macys. Please utilize our Beneish M Score to check the likelihood of Macys' management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 6th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Macys
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Macys Backtesting, Macys Valuation, Macys Correlation, Macys Hype Analysis, Macys Volatility, Macys History and analyze Macys Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Complementary Tools for Macys Stock analysis
When running Macys' price analysis, check to measure Macys' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Macys is operating at the current time. Most of Macys' value examination focuses on studying past and present price action to predict the probability of Macys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Macys' price. Additionally, you may evaluate how the addition of Macys to your portfolios can decrease your overall portfolio volatility.
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Macys technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.