American Airlines Risk Analysis And Volatility

AAL -- USA Stock  

USD 33.58  0.39  0.01%

Macroaxis considers American Airlines to be not very risky. American Airlines secures Sharpe Ratio (or Efficiency) of -0.0231 which signifies that the organization had -0.0231% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. American Airlines Group exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm American Airlines Mean Deviation of 2.68 and Risk Adjusted Performance of (0.11) to double-check risk estimate we provide.
Interest Expense
Horizon     30 Days    Login   to change

American Airlines Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, American Airlines will likely underperform.
2 Months Beta |Analyze American Airlines Demand Trend
Check current 30 days American Airlines correlation with market (DOW)
β = 1.4704

American Airlines Central Daily Price Deviation

American Airlines Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. American Airlines Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

American Airlines Projected Return Density Against Market

Considering 30-days investment horizon, the stock has beta coefficient of 1.4704 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, American Airlines will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. American Airlines is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of American Airlines is -4329.94. The daily returns are destributed with a variance of 15.54 and standard deviation of 3.94. The mean deviation of American Airlines Group is currently at 2.77. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.14
β
Beta against DOW=1.47
σ
Overall volatility
=3.94
Ir
Information ratio =0.04

American Airlines Return Volatility

the business has volatility of 3.9421% on return distribution over 30 days investment horizon. the entity inherits 1.9746% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

American Airlines Volatility Factors

60 Days Market Risk

Not very risky

Chance of Distress in 24 months

Close to average

60 Days Economic Sensitivity

Responds to market

Investment Outlook

American Airlines Investment Opportunity

American Airlines Group has a volatility of 3.94 and is 2.0 times more volatile than DOW. 35% of all equities and portfolios are less risky than American Airlines. Compared to the overall equity markets, volatility of historical daily returns of American Airlines Group is lower than 35 (%) of all global equities and portfolios over the last 30 days. Use American Airlines Group to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of American Airlines to be traded at $33.24 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, American Airlines will likely underperform.

American Airlines correlation with market

correlation synergy
Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding American Airlines Group Inc and equity matching DJI index in the same portfolio.

American Airlines Volatility Indicators

American Airlines Group Current Risk Indicators

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