Air Lease Stock Alpha and Beta Analysis
| AL Stock | USD 47.55 0.08 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Air Lease. It also helps investors analyze the systematic and unsystematic risks associated with investing in Air Lease over a specified time horizon. Remember, high Air Lease'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 Air Lease's market risk premium analysis include:
Beta 1.1 | Alpha (0.01) | Risk 1.82 | Sharpe Ratio (0.05) | Expected Return (0.09) |
Air Lease Quarterly Cash And Equivalents |
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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.
Air |
Air Lease Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Air Lease market risk premium is the additional return an investor will receive from holding Air Lease 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 Air Lease. 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 Air Lease's performance over market.| α | -0.01 | β | 1.10 |
Air Lease 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 Air Lease's Buy-and-hold return. Our buy-and-hold chart shows how Air Lease performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Air Lease Market Price Analysis
Market price analysis indicators help investors to evaluate how Air Lease stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Air Lease shares will generate the highest return on investment. By understating and applying Air Lease stock market price indicators, traders can identify Air Lease position entry and exit signals to maximize returns.
Air Lease Return and Market Media
The median price of Air Lease for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 47.93 with a coefficient of variation of 3.84. The daily time series for the period is distributed with a sample standard deviation of 1.85, arithmetic mean of 48.07, and mean deviation of 1.58. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Air Lease Corporation Announces Fourth Quarter and Year End 2024 Earnings Conference Call | 01/06/2025 |
2 | Air Lease Corporation Announces 2.0 Billion Commercial Paper Program | 01/21/2025 |
3 | Air Lease Corp Q4 2024 Earnings Report Preview What To Expect | 02/12/2025 |
4 | Air Lease Non-GAAP EPS of 1.34 beats by 0.59, revenue of 712.9M beats by 9.68M | 02/13/2025 |
5 | Q4 2024 Air Lease Corp Earnings Call Transcript | 02/14/2025 |
6 | Air Lease Corporation Announces Lease Placement of Five New Airbus A321neo LRXLR Aircraft with Qanot Sharq | 02/18/2025 |
7 | FTAI Aviation Reports Q4 Everything You Need To Know Ahead Of Earnings | 02/25/2025 |
About Air Lease 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 Air or other stocks. Alpha measures the amount that position in Air Lease 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0291 | 0.028 | 0.0263 | 0.0276 | Price To Sales Ratio | 1.85 | 1.73 | 1.96 | 3.18 |
Air Lease Upcoming Company Events
As portrayed in its financial statements, the presentation of Air Lease's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Air Lease's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Air Lease's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Air Lease. Please utilize our Beneish M Score to check the likelihood of Air Lease's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Air Lease
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Align your risk with return expectations
Check out Air Lease Backtesting, Air Lease Valuation, Air Lease Correlation, Air Lease Hype Analysis, Air Lease Volatility, Air Lease History and analyze Air Lease Performance. For more information on how to buy Air Stock please use our How to buy in Air Stock guide.You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Air Lease 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.