American Airlines Performance

On a scale of 0 to 100 American Airlines holds performance score of 10. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and American Airlines are completely uncorrelated. Although it is extremely important to respect American Airlines Group historical returns, it is beter to be realistic about what you can do with the information about equity current trading patterns. 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 0.2195% 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  4,677  in American Airlines Group Inc on May 24, 2017 and sell it today you would earn a total of  220.00  from holding American Airlines Group Inc or generate 4.7% return on investment over 30 days. American Airlines Group Inc is generating 0.2195% of daily returns assuming volatility of 1.4694% on return distribution over 30 days investment horizon. In other words, 14% of equities are less volatile than the company and above 96% 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 5.04 times more return on investment than the market. However, the company is 5.04 times more volatile than its market benchmark. It trades about 0.15 of its potential returns per unit of risk. The DOW is currently generating roughly 0.3 per unit of risk.

One Month Efficiency

American Airlines Sharpe Ratio = 0.1494
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Estimated Market Risk

 1.47
  actual daily
 
 86 %
of total potential
  

Expected Return

 0.22
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.15
  actual daily
 
 10 %
of total potential
  
Based on monthly moving average American Airlines is performing at about 10% 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.