American Airlines Alpha and Beta Analysis Overview

AAL -- USA Stock  

USD 32.06  0.04  0.12%

This module allows you to check different measures of market premium for American Airlines Group 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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

American Airlines Market Premiums

α1.11β1.19
30 days against DJI
Risk Adjusted Performance  

0.42

Jensen Alpha  

0.94

Total Risk Alpha  

0.71

Sortino Ratio  

0.0

Treynor Ratio  

0.87

American Airlines expected buy-and-hold returns

American Airlines Market Price Analysis

American Airlines Return and Market Media

The median price of American Airlines for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 37.92 with a coefficient of variation of 11.62. The daily time series for the period is distributed with a sample standard deviation of 4.28, arithmetic mean of 36.8, and mean deviation of 3.82. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Codina Armando M of 2610 shares of American A...09/28/2018
2
American Airlines exotic insider transaction detected10/02/2018
3
Exercise or conversion by Robert Isom of 25000 shares of Ame...10/05/2018
4
Acquisition by Denise OLeary of 3494 shares of American Airl...10/09/2018
5
Exercise or conversion by Arpey Gerard J of 4266 shares of A...10/12/2018
6
United Boosts Profit Outlook as Fares Climb10/16/2018
7
Payment of 5150 shares by Robert Isom of American Airlines s...10/19/2018

American Airlines Upcoming Events

American Airlines Group Upcoming Company Events

Upcoming Quarterly ReportApril 28, 2017
Next Earnings ReportJuly 28, 2017

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Search macroaxis.com