American Eagle Outfitters Stock Alpha and Beta Analysis
| AEO Stock | USD 11.06 0.08 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Eagle Outfitters. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Eagle over a specified time horizon. Remember, high American Eagle's 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 Eagle's market risk premium analysis include:
Beta 1.22 | Alpha (0.51) | Risk 2.61 | Sharpe Ratio (0.26) | Expected Return (0.68) |
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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 Eagle Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Eagle market risk premium is the additional return an investor will receive from holding American Eagle 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 Eagle. 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 Eagle's performance over market.| α | -0.51 | β | 1.22 |
American Eagle 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 Eagle's Buy-and-hold return. Our buy-and-hold chart shows how American Eagle performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Eagle Market Price Analysis
Market price analysis indicators help investors to evaluate how American Eagle 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 Eagle shares will generate the highest return on investment. By understating and applying American Eagle stock market price indicators, traders can identify American Eagle position entry and exit signals to maximize returns.
American Eagle Return and Market Media
The median price of American Eagle for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 16.14 with a coefficient of variation of 11.88. The daily time series for the period is distributed with a sample standard deviation of 1.83, arithmetic mean of 15.42, and mean deviation of 1.53. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| American Eagle dividend paid on 24th of January 2025 | 01/24/2025 |
1 | Acquisition by Jennifer Foyle of 8792 shares of American Eagle subject to Rule 16b-3 | 01/29/2025 |
2 | Is it still safe to fly Simon Calder explains all you need to know after Delta Air Lines plane crash | 02/18/2025 |
3 | Is Most-Watched Stock American Eagle Outfitters, Inc. Worth Betting on Now | 02/24/2025 |
4 | Bulk of Chesapeakes Greenbrier Mall sold at auction | 02/28/2025 |
5 | Stocks In Red As Investors Assess Tariffs, Global Trade War | 03/04/2025 |
6 | American Eagle Outfitters Ascends But Remains Behind Market Some Facts to Note | 03/05/2025 |
7 | Kroger Surpasses Q4 Earnings Estimates | 03/06/2025 |
8 | Will American Eagle Beat Estimates Again in Its Next Earnings Report | 03/07/2025 |
9 | American Eagle Outfitters, Inc. Shares Sold by Investors Research Corp | 03/10/2025 |
10 | Faraday Copper Reports 2024 Financial Results | 03/11/2025 |
11 | American Eagle sees sales starting to slow amid economic challenges for the retail customer | 03/12/2025 |
About American Eagle 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 Eagle Outfitters 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.
| 2014 | 2020 | 2024 | 2025 (projected) | Dividend Yield | 0.038 | 0.0206 | 0.0356 | 0.0249 | Price To Sales Ratio | 0.57 | 0.77 | 0.62 | 1.13 |
American Eagle Upcoming Company Events
As portrayed in its financial statements, the presentation of American Eagle's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Eagle's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Eagle's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Eagle. Please utilize our Beneish M Score to check the likelihood of American Eagle's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with American Eagle
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out American Eagle Backtesting, American Eagle Valuation, American Eagle Correlation, American Eagle Hype Analysis, American Eagle Volatility, American Eagle History and analyze American Eagle Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
American Eagle 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.