American Airlines Alpha and Beta Analysis

American Airlines Group Inc -- USA Stock  

USD 51.58  0.09  0.17%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

American Airlines Market Premiums

α (average alpha)=0.37    β (beta)=0.98    
30 days against DJI
Risk Adjusted Performance  0.36Jensen Alpha  0.40Total Risk Alpha  0.34Sortino Ratio  0.0Treynor Ratio  0.55

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 Sat, Jan 20, 2018 and Mon, Feb 19, 2018 is 52.59 with a coefficient of variation of 5.7. The daily time series for the period is distributed with a sample standard deviation of 3.02, arithmetic mean of 52.91, and mean deviation of 2.34. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)