American Airlines Alpha and Beta Analysis

This module allows you to check different measures of market premium for American Airlines Group Inc as well as systematic risk associated with investing in American Airlines over a specified time horizon. Check also American Airlines Backtesting, American Airlines Valuation, American Airlines Correlation, American Airlines Hype Analysis, American Airlines Volatility, American Airlines History and analyze American Airlines Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

American Airlines Market Premiums

α (average alpha)=0.09    β (beta)=0.00    
30 days against DJI
Risk Adjusted Performance  0.0246Jensen Alpha  0.1951Total Risk Alpha  (0.28)Sortino Ratio  (0.0011)Treynor Ratio  (0.04)

American Airlines expected buy-and-hold returns

   

American Airlines Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

American Airlines Return and Market Media

The median price of American Airlines for the period between Sun, May 28, 2017 and Tue, Jun 27, 2017 is 49.11 with a coefficient of variation of 1.8. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 49.2, and mean deviation of 0.68. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Acquisition by Martin Nesbitt of 3037 shares of American Air...06/15/2017