Delta Air Lines Stock Alpha and Beta Analysis
| DAL Stock | USD 47.85 0.03 0.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Delta Air Lines. It also helps investors analyze the systematic and unsystematic risks associated with investing in Delta Air over a specified time horizon. Remember, high Delta Air'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 Delta Air's market risk premium analysis include:
Beta 1.52 | Alpha 0.27 | Risk 1.6 | Sharpe Ratio 0.26 | Expected Return 0.41 |
Delta Air 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.
Delta |
Delta Air Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Delta Air market risk premium is the additional return an investor will receive from holding Delta Air 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 Delta Air. 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 Delta Air's performance over market.| α | 0.27 | β | 1.52 |
Delta Air 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 Delta Air's Buy-and-hold return. Our buy-and-hold chart shows how Delta Air performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Delta Air Market Price Analysis
Market price analysis indicators help investors to evaluate how Delta Air stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Delta Air shares will generate the highest return on investment. By understating and applying Delta Air stock market price indicators, traders can identify Delta Air position entry and exit signals to maximize returns.
Delta Air Return and Market Media
The median price of Delta Air for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 42.02 with a coefficient of variation of 7.63. The daily time series for the period is distributed with a sample standard deviation of 3.24, arithmetic mean of 42.46, and mean deviation of 2.73. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Delta Air dividend paid on 18th of March 2024 | 03/18/2024 |
1 | Hurricane names 2024 Heres why the list may look familiar | 04/04/2024 |
2 | NYC couple gets engaged on Delta solar eclipse flight I wanted it to be a once-in-a-lifetime experience | 04/10/2024 |
3 | This airline is changing how it boards passengers | 04/11/2024 |
4 | US airlines ask Biden to ban additional flights to China, cite Americas competitive disadvantage | 04/12/2024 |
5 | Jetsons-like travel in air taxis is as close as weve seen, Jobys chief product officer says | 04/15/2024 |
6 | Apple Users in the EU Now Have a New Third-Party App Store to Play With | 04/17/2024 |
About Delta Air 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 Delta or other stocks. Alpha measures the amount that position in Delta Air Lines 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.004979 | 0.005726 | 0.00544 | Price To Sales Ratio | 0.83 | 0.44 | 0.33 |
Delta Air Upcoming Company Events
As portrayed in its financial statements, the presentation of Delta Air's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Delta Air's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Delta Air's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Delta Air. Please utilize our Beneish M Score to check the likelihood of Delta Air's management manipulating its earnings.
| 11th of April 2024 Upcoming Quarterly Report | View | |
| 11th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Delta Air
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 Delta Air Backtesting, Delta Air Valuation, Delta Air Correlation, Delta Air Hype Analysis, Delta Air Volatility, Delta Air History and analyze Delta Air Performance. Note that the Delta Air Lines information on this page should be used as a complementary analysis to other Delta Air's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Complementary Tools for Delta Stock analysis
When running Delta Air's price analysis, check to measure Delta Air's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Delta Air is operating at the current time. Most of Delta Air's value examination focuses on studying past and present price action to predict the probability of Delta Air's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Delta Air's price. Additionally, you may evaluate how the addition of Delta Air to your portfolios can decrease your overall portfolio volatility.
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Delta Air 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.