American Airlines Group Stock Alpha and Beta Analysis
| AAL Stock | USD 14.52 0.12 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Airlines Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Airlines over a specified time horizon. Remember, high American Airlines' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to American Airlines' market risk premium analysis include:
Beta 1.46 | Alpha 0.37 | Risk 2.42 | Sharpe Ratio 0.22 | Expected Return 0.53 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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American Airlines Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Airlines market risk premium is the additional return an investor will receive from holding American Airlines long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in American Airlines. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate American Airlines' performance over market.| α | 0.37 | β | 1.46 |
American Airlines expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of American Airlines' Buy-and-hold return. Our buy-and-hold chart shows how American Airlines performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Airlines Market Price Analysis
Market price analysis indicators help investors to evaluate how American Airlines stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading American Airlines shares will generate the highest return on investment. By understating and applying American Airlines stock market price indicators, traders can identify American Airlines position entry and exit signals to maximize returns.
American Airlines Return and Market Media
The median price of American Airlines for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 12.03 with a coefficient of variation of 11.66. The daily time series for the period is distributed with a sample standard deviation of 1.45, arithmetic mean of 12.4, and mean deviation of 1.32. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Son of Concorde supersonic jet crushes speed test heres how long it would take to travel from London to NYC | 11/06/2024 |
2 | FAA bans U.S. flights to Haiti after two American planes hit by gunfire | 11/12/2024 |
3 | Passengers duct tape man who allegedly tried to open door during flight Officials | 11/20/2024 |
4 | Cutting in line American Airlines new boarding tech might stop you at now over 100 airports | 11/21/2024 |
5 | Man who broke nose of American Airlines attendant sues NYC vendor for giving him previous brain injury | 11/22/2024 |
6 | American Airlines pulls plug on international flight at CLT | 11/25/2024 |
7 | Ground Crew Involved In 2 Plane Collisions On Same Day At Boston Logan Airport | 11/26/2024 |
8 | Passenger was duct-taped after trying to open plane door mid-flight, authorities say. He faces federal charges | 11/27/2024 |
9 | Enraged passenger unloads flurry of punches on airport worker, wild video shows | 11/29/2024 |
About American Airlines Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including American or other stocks. Alpha measures the amount that position in American Airlines has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2020 | 2021 | 2024 (projected) | Dividend Yield | 0.005635 | 0.43 | 0.56 | Price To Sales Ratio | 0.44 | 0.39 | 0.14 |
American Airlines Upcoming Company Events
As portrayed in its financial statements, the presentation of American Airlines' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Airlines' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Airlines' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Airlines. Please utilize our Beneish M Score to check the likelihood of American Airlines' management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out American Airlines Backtesting, American Airlines Valuation, American Airlines Correlation, American Airlines Hype Analysis, American Airlines Volatility, American Airlines History and analyze American Airlines Performance. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
American Airlines technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.