Macy's Inc company logo

# RNN 2nd Gen Model Macy's Inc Department stores

Prediction models:
Subscribe >> Deal exit on
Jan. 24, 2020
Deal entry on
Jan. 24, 2020
1.62%Expected margin
68.06% successful of 72 deals
$ 16.78 Last close price
at 24-jan-2020

M

Model's trade recommendations 2.52% Return for period

-12.41% Annual return

$9.55B Market Cap

β 0.73  

M

Model (following trade recommendations)

M

Underlying stock

S&P 500

Index
Return for period 2.52%
1.45%
1.78%
52wk return -6.31%
-34.22%
16.82%
52wk Range
14.08—26.30
2000.54—2399.63
Sortino ratio -0.33
Sharpe ratio -0.30
Norm. RMSE 0.50%
Downside risk 27.01%
Volatility 0.00%
  • 1.51 (4.82%) 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 2nd Generation Non-linear Autoregressive (NAR) model based on the LSTM/GRU 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 regular basis.

Float 298M
P/E 8.31
Shares Outstanding 305M
% Held by Insiders 2.36%
% Held by Institutions 86.40%
EPS (last reported FY) $3.77
EPS (last reported Q) $2.82
EPS, estimated (last reported Q) $2.69
Total revenues $25 B
Net income $2 B