Macys Inc Stock Alpha and Beta Analysis
| M Stock | USD 22.47 0.15 0.67% |
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 2.01 | Alpha 0.27 | Risk 2.48 | Sharpe Ratio 0.15 | Expected Return 0.37 |
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.
Check out Macys Backtesting, Macys Valuation, Macys Correlation, Macys Hype Analysis, Macys Volatility, Macys History and analyze Macys Performance. 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 | 0.27 | β | 2.01 |
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 Mon, Sep 29, 2025 and Sun, Dec 28, 2025 is 19.79 with a coefficient of variation of 10.84. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 20.06, and mean deviation of 1.87. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Macys Valuation in Focus After Opening Major North Carolina Fulfillment Center | 10/24/2025 |
2 | Disposition of 3109 shares by Olivier Bron of Macys subject to Rule 16b-3 | 10/31/2025 |
3 | Macys Assessing Valuation After Recent Share Price Surge and Renewed Investor Interest | 11/19/2025 |
4 | Insights into Macyss Upcoming Earnings | 12/02/2025 |
5 | Telsey Highlights Robust Earnings Beat for Macys Shares | 12/03/2025 |
6 | M Q3 Deep Dive Store Revamps and Digital Drive Steady Performance Amid Consumer Shifts | 12/04/2025 |
7 | How Macys Upgraded Sales Outlook And Buybacks At Macys Has Changed Its Investment Story | 12/05/2025 |
8 | Disposition of 13500 shares by Olivier Bron of Macys at 22.2126 subject to Rule 16b-3 | 12/08/2025 |
9 | Disposition of 85000 shares by Danielle Kirgan of Macys at 23.9176 subject to Rule 16b-3 | 12/11/2025 |
10 | Stock Traders Purchase High Volume of Macys Call Options | 12/12/2025 |
11 | Macys Downgraded to Buy Rating by Wall Street Zen | 12/23/2025 |
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.
| 2010 | 2025 (projected) | null | 0.0438 | 0.0361 | null | 0.19 | 0.21 |
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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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.