Macys Risk Adjusted Performance

MACY34 Stock   101.05  4.23  4.37%   
Macys risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Macys Inc or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Macys Inc has current Risk Adjusted Performance of 0.1296.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1296
ER[a] = Expected return on investing in Macys
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Macys Risk Adjusted Performance Peers Comparison

Macys Risk Adjusted Performance Relative To Other Indicators

Macys Inc is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  94.94  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Macys Inc is roughly  94.94 
Compare Macys to Peers

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