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Macy's Inc
MAdd to Watchlist
22.080USD
-0.308-1.38%
Close 09-15 16:00（ET）
5.77BMarket Cap
9.31P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-15Beta vs S&P 500 index
1.51
VaR
+4.63%
240-Day Maximum Drawdown
+29.94%
240-Day Volatility
+43.58%
Return
Best Daily Return
60 days
+7.71%
120 days
+8.12%
5 years
+20.68%
Worst Daily Return
60 days
-5.78%
120 days
-5.78%
5 years
-14.05%
Sharpe Ratio
60 days
-0.58
120 days
+1.22
5 years
+0.21
Risk Assessment
Maximum Drawdown
240 days
+29.94%
3 years
+53.48%
5 years
+64.84%
Return-to-Drawdown Ratio
240 days
+0.81
3 years
+0.58
5 years
-0.06
Skewness
240 days
+0.53
3 years
+1.08
5 years
+0.84
Volatility
Realised Volatility
240 days
+43.58%
5 years
+49.49%
Standardised True Range
240 days
+3.70%
5 years
+3.47%
Downside Risk-Adjusted Return
120 days
+225.73%
240 days
+225.73%
Maximum Daily Upside Volatility
60 days
+32.30%
Maximum Daily Downside Volatility
60 days
+30.58%
Liquidity
Average Turnover Rate
60 days
+2.09%
120 days
+2.22%
5 years
--
Turnover Deviation
20 days
-8.55%
60 days
-19.50%
120 days
-14.30%