|Horizon||30 Days Login to change|
American Airlines Market Sensitivity
American Airlines Technical Analysis
American Airlines Projected Return Density Against MarketConsidering 30-days investment horizon, the stock has beta coefficient of 1.5143 . 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. Moreover, American Airlines Group has an alpha of 0.1044 implying that it can potentially generate 0.1044% excess return over DOW after adjusting for the inherited market risk (beta).
American Airlines Return VolatilityAmerican Airlines Group has volatility of 3.3214% on return distribution over 30 days investment horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.