Air Transport Services Stock Alpha and Beta Analysis
| ATSG Stock | USD 22.34 0.02 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Air Transport Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Air Transport over a specified time horizon. Remember, high Air Transport'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 Transport's market risk premium analysis include:
Beta 0.0442 | Alpha 0.0185 | Risk 0.14 | Sharpe Ratio 0.2 | Expected Return 0.0272 |
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 Transport Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Air Transport market risk premium is the additional return an investor will receive from holding Air Transport 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 Transport. 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 Transport's performance over market.| α | 0.02 | β | 0.04 |
Air Transport 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 Transport's Buy-and-hold return. Our buy-and-hold chart shows how Air Transport performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Air Transport Market Price Analysis
Market price analysis indicators help investors to evaluate how Air Transport 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 Transport shares will generate the highest return on investment. By understating and applying Air Transport stock market price indicators, traders can identify Air Transport position entry and exit signals to maximize returns.
Air Transport Return and Market Media
The median price of Air Transport for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 22.23 with a coefficient of variation of 0.71. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 22.14, and mean deviation of 0.14. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Air Transport Services Group Earns Hold Rating from Analysts at StockNews.com | 12/18/2024 |
2 | Disposition of 16416 shares by Quint Turner of Air Transport at 21.87 subject to Rule 16b-3 | 12/20/2024 |
3 | Disposition of 4762 shares by Quint Turner of Air Transport at 21.98 subject to Rule 16b-3 | 12/31/2024 |
4 | Disposition of 5293 shares by Johns Raymond E Jr of Air Transport subject to Rule 16b-3 | 01/02/2025 |
5 | Victory Capital Management Inc Significantly Reduces Holdings in Air Transport Services Group Inc | 01/27/2025 |
6 | ATSG Announces New Executive Team as Part of Bold Vision to Become The Leading MSP Platform | 02/11/2025 |
7 | Air Transport Services Group Inc Expands Engine Services with GE Aerospace Partnership | 02/13/2025 |
8 | Air Transport Services Group Hits 52Week High at 22 | 02/26/2025 |
9 | 2 Air-Freight Cargo Stocks in Focus Despite Industry Hurdles | 02/27/2025 |
10 | Disposition of 382 shares by Matthew Fedders of Air Transport at 17.61 subject to Rule 16b-3 | 02/28/2025 |
11 | Air Transport Services Q4 Earnings Snapshot | 03/03/2025 |
12 | Compared to Estimates, Air Transport Services Q4 Earnings A Look at Key Metrics | 03/04/2025 |
13 | Acquisition by Joseph Hete of 101000 shares of Air Transport at 22.29 subject to Rule 16b-3 | 03/05/2025 |
14 | Disposition of 9023 shares by Vorholt Jeffrey J of Air Transport subject to Rule 16b-3 | 03/07/2025 |
15 | Air Transport Services Group, Inc. Given Consensus Rating of Hold by Analysts | 03/10/2025 |
About Air Transport 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 Transport Services 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) | Days Sales Outstanding | 53.82 | 38.0 | 38.75 | 22.26 | PTB Ratio | 1.35 | 0.88 | 0.96 | 1.41 |
Air Transport Upcoming Company Events
As portrayed in its financial statements, the presentation of Air Transport's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Air Transport's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Air Transport's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Air Transport. Please utilize our Beneish M Score to check the likelihood of Air Transport's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Transport
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 Air Transport Backtesting, Air Transport Valuation, Air Transport Correlation, Air Transport Hype Analysis, Air Transport Volatility, Air Transport History and analyze Air Transport Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Air Transport 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.