MACYS RETAIL HLDGS Chance of Future Bond Price Finishing Under 70.37

55616XAJ6   68.25  1.60  2.29%   
MACYS's future price is the expected price of MACYS instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of MACYS RETAIL HLDGS performance during a given time horizon utilizing its historical volatility. Check out MACYS Backtesting, Portfolio Optimization, MACYS Correlation, MACYS Hype Analysis, MACYS Volatility, MACYS History as well as MACYS Performance.
  
Please specify MACYS's target price for which you would like MACYS odds to be computed.

MACYS Target Price Odds to finish below 70.37

The tendency of MACYS Bond price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to stay under  70.37  after 90 days
 68.25 90 days 70.37 
about 61.74
Based on a normal probability distribution, the odds of MACYS to stay under  70.37  after 90 days from now is about 61.74 (This MACYS RETAIL HLDGS probability density function shows the probability of MACYS Bond to fall within a particular range of prices over 90 days) . Probability of MACYS RETAIL HLDGS price to stay between its current price of  68.25  and  70.37  at the end of the 90-day period is about 29.32 .
Assuming the 90 days trading horizon the bond has the beta coefficient of 1.11 . This usually implies MACYS RETAIL HLDGS market returns are sensitive to returns on the market. As the market goes up or down, MACYS is expected to follow. Additionally MACYS RETAIL HLDGS has an alpha of 0.0624, implying that it can generate a 0.0624 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   MACYS Price Density   
       Price  

Predictive Modules for MACYS

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as MACYS RETAIL HLDGS. Regardless of method or technology, however, to accurately forecast the bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the bond market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
66.8868.2569.62
Details
Intrinsic
Valuation
LowRealHigh
54.8456.2175.08
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as MACYS. Your research has to be compared to or analyzed against MACYS's peers to derive any actionable benefits. When done correctly, MACYS's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in MACYS RETAIL HLDGS.

MACYS Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. MACYS is not an exception. The market had few large corrections towards the MACYS's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold MACYS RETAIL HLDGS, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of MACYS within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.06
β
Beta against Dow Jones1.11
σ
Overall volatility
2.81
Ir
Information ratio 0.01

MACYS Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of MACYS for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for MACYS RETAIL HLDGS can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
MACYS RETAIL HLDGS generated a negative expected return over the last 90 days

MACYS Technical Analysis

MACYS's future price can be derived by breaking down and analyzing its technical indicators over time. MACYS Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of MACYS RETAIL HLDGS. In general, you should focus on analyzing MACYS Bond price patterns and their correlations with different microeconomic environments and drivers.

MACYS Predictive Forecast Models

MACYS's time-series forecasting models is one of many MACYS's bond analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary MACYS's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the bond market movement and maximize returns from investment trading.

Things to note about MACYS RETAIL HLDGS

Checking the ongoing alerts about MACYS for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for MACYS RETAIL HLDGS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
MACYS RETAIL HLDGS generated a negative expected return over the last 90 days

Other Information on Investing in MACYS Bond

MACYS financial ratios help investors to determine whether MACYS Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MACYS with respect to the benefits of owning MACYS security.