American Airlines Performance

American Airlines Group Inc -- USA Stock  

USD 58.34  0.18  0.31%

On a scale of 0 to 100 American Airlines holds performance score of 23. The firm shows Beta (market volatility) of -0.6688 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.. 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 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. We have found twenty technical indicators for American Airlines Group Inc which you can use to evaluate performance of the firm. Please makes use of American Airlines Group Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Information Ratio and Downside Variance to make a quick decision on weather American Airlines price patterns will revert.
 Time Horizon     30 Days    Login   to change

American Airlines Group Relative Risk vs. Return Landscape

If you would invest  5,192  in American Airlines Group Inc on December 20, 2017 and sell it today you would earn a total of  642  from holding American Airlines Group Inc or generate 12.37% return on investment over 30 days. American Airlines Group Inc is generating 0.5975% of daily returns assuming volatility of 1.6648% on return distribution over 30 days investment horizon. In other words, 15% of equities are less volatile than the company and above 89% 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 3.79 times more return on investment than the market. However, the company is 3.79 times more volatile than its market benchmark. It trades about 0.36 of its potential returns per unit of risk. The DOW is currently generating roughly 0.66 per unit of risk.

American Airlines Daily Price Distribution

The median price of American Airlines for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 52.65 with a coefficient of variation of 4.61. The daily time series for the period is distributed with a sample standard deviation of 2.47, arithmetic mean of 53.59, and mean deviation of 1.96. The Stock received some media coverage during the period.
23 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in American Airlines Group Inc are ranked lower than 23 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

American Airlines Sharpe Ratio = 0.3589
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Estimated Market Risk

 1.66
  actual daily
 
 85 %
of total potential
  

Expected Return

 0.6
  actual daily
 
 11 %
of total potential
  

Risk-Adjusted Return

 0.36
  actual daily
 
 23 %
of total potential
  
Based on monthly moving average American Airlines is performing at about 23% 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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