|American Airlines Group Inc -- USA Stock|| |
USD 48.66 0.01 0.0206%
Macroaxis gives American Airlines performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0799 which signifies that as returns on market increase, returns on owning American Airlines are expected to decrease at a much smaller rate. During bear market, American Airlines is likely to outperform the market.. Even though it is essential to pay attention to American Airlines Group
historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators
. American Airlines Group Inc exposes twenty-eight different technical indicators which can help you to evaluate its performance. American Airlines Group
has expected return of -0.2716%. Please be advised to confirm American Airlines Group Treynor Ratio
, Expected Short fall
and the relationship
between Jensen Alpha
and Potential Upside
to decide if American Airlines Group
past performance will be repeated at some point in the near future.
American Airlines Group Relative Risk vs. Return Landscape
If you would invest 5,195
in American Airlines Group Inc on October 24, 2017
and sell it today you would lose (329)
from holding American Airlines Group Inc or give up 6.33%
of portfolio value over 30
days. American Airlines Group Inc is generating negative expected returns assuming volatility of 1.6102% on return distribution over 30 days investment horizon. In other words, 15% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
Daily Expected Return (%)
Considering 30-days investment horizon, American Airlines Group Inc is expected to under-perform the market. In addition to that, the company is 4.54 times more volatile than its market benchmark. It trades about -0.17 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of volatility.
American Airlines Daily Price Distribution
The median price of American Airlines for the period between Tue, Oct 24, 2017 and Thu, Nov 23, 2017 is 47.45 with a coefficient of variation of 3.28. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 47.57, and mean deviation of 1.05. The Stock received some media coverage during the period.