Macy's Inc company logo

# RNN 1st Gen Model Macy's Inc Department stores

Prediction models:
60.71% successful of 28 deals
$ 26.74 Last close price
at 23-feb-2018

M

Model's trade recommendations 10.72% Return for period

-18.46% Annual return

$7.79B Market Cap

β 0.98  

M

Model (following trade recommendations)

M

Underlying stock

S&P 500

Index
Return for period 10.72%
-2.41%
1.78%
52wk return 5.86%
-19.38%
16.82%
52wk Range
17.53—33.57
2000.54—2399.63
Sortino ratio -0.72
Sharpe ratio -0.69
Norm. RMSE 0.80%
Downside risk 23.72%
Volatility 24.66%
  • 1.51 (5.90%) 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 macys.com, bloomingdales.com and bluemercury.com 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 8.62
Shares Outstanding 305M
% Held by Insiders 1.40%
% Held by Institutions 88.32%
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