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# 1st Gen Model Macy's Inc Department stores

Subscribe >> Deal exit on
Dec. 15, 2017
Deal entry on
Dec. 15, 2017
0.82%Expected margin
51.72% successful of 29 deals
$24.59 Last close price
at 15-dec-2017


Model's trade recommendations No return for period yet

-18.49% Annual return

$7.87B Market Cap

β 0.97  


Model (following trade recommendations)


Underlying stock

S&P 500

Return for period
52wk return -19.79%
52wk Range
Sortino ratio -1.27
Sharpe ratio -1.21
Norm. RMSE 1.42%
Downside risk 15.26%
Volatility 15.98%
  • 1.51 (5.85%) Div (Yield)
  • HOLD Analysts consensus recommendation

Macy's is one of the nation's premier retailers, operating about 885 stores in 45 states, the District of Columbia, Guam and Puerto Rico, under the names of Macy's, Bloomingdale's, Bloomingdale's Outlet and Bluemercury, as well as the, and websites. Prior to June 1, 2007, Macy's was known as Federated Department Stores.

Industry sector: Retail/Wholesale

Sector classification: Department stores

Deep Learning based analysis and prediction model for Macy's Inc (M) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Oct. 22, 2015.

Market data for M model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 300M
P/E 8.70
Shares Outstanding 305M
% Held by Insiders 1.40%
% Held by Institutions 82.29%
EPS (last reported FY) $3.11
EPS (last reported Q) $0.23
EPS, estimated (last reported Q) $0.19
Total revenues $26 B
Net income $1 B