American Airlines Performance

American Airlines Group Inc -- USA Stock  

USD 47.70  0.64  1.36%

On a scale of 0 to 100 American Airlines holds performance score of 11. The firm shows Beta (market volatility) of 2.7314 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, American Airlines will likely underperform.. Although it is vital to follow to American Airlines Group historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patternss. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing American Airlines Group technical indicators you can presently evaluate if the expected return of 0.314% will be sustainable into the future. Please makes use of American Airlines Group Downside Deviation, Treynor Ratio, Expected Short fall, as well as the relationship between Variance and Potential Upside to make a quick decision on weather American Airlines price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  4,495  in American Airlines Group Inc on August 26, 2017 and sell it today you would earn a total of  275.00  from holding American Airlines Group Inc or generate 6.12% return on investment over 30 days. American Airlines Group Inc is generating 0.314% of daily returns assuming volatility of 1.8776% on return distribution over 30 days investment horizon. In other words, 17% of equities are less volatile than the company and above 94% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, American Airlines Group Inc is expected to generate 4.77 times more return on investment than the market. However, the company is 4.77 times more volatile than its market benchmark. It trades about 0.17 of its potential returns per unit of risk. The DOW is currently generating roughly 0.31 per unit of risk.

American Airlines Daily Price Distribution

The median price of American Airlines for the period between Sat, Aug 26, 2017 and Mon, Sep 25, 2017 is 45.31 with a coefficient of variation of 2.71. The daily time series for the period is distributed with a sample standard deviation of 1.23, arithmetic mean of 45.24, and mean deviation of 0.99. The Stock received some media coverage during the period.
11 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in American Airlines Group Inc are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

American Airlines Sharpe Ratio = 0.1672
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Estimated Market Risk

 1.88
  actual daily
 
 83 %
of total potential
  

Expected Return

 0.31
  actual daily
 
 6 %
of total potential
  

Risk-Adjusted Return

 0.17
  actual daily
 
 11 %
of total potential
  
Based on monthly moving average American Airlines is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of American Airlines by adding it to a well-diversified portfolio.

Dividends

American Airlines Group Dividends Analysis
Check American Airlines Group dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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