Use Alaska Air Group Inc. performance with your portfolios to protect against small markets fluctuations as well as to determine Stock diversification method that is right for you.
If you would invest 3,399 in Alaska Air Group Inc. on April 25, 2012 and sell it today you would lose (15.00) from holding Alaska Air Group Inc. or give up 0.44% of portfolio value over 30 days. Alaska Air Group Inc. is generating negative expected returns assuming volatility of 1.68% on return distribution over 30 days investment horizon. In other words, 28% 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 (%)
Risk [Daily Volatility] (%)
Considering 30-days investment horizon, Alaska Air Group Inc. is expected to generate 2.21 times more return on investment than the market. However, the company is 2.21 times more volatile than its market benchmark. It trades about -0.03 of its potential returns per unit of risk. The NYSE is currently generating roughly -0.39 per unit of risk.
Alaska Operating Margin
Based on recorded statements Alaska Air Group Inc. has Operating Margin of 11.58%. This is 346.91% lower than that of Services sector, and 143.28% higher than that of Regional Airlines industry, The Operating Margin for all stocks is 325.73% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.
Over the last 30 days Alaska Air Group Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
1 Month Effecincy (a.k Sharpe Ratio) ...
-0.03
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ALK
Estimated Market Risk
1.68
actual daily
72 %
of total potential
Expected Return
-0.05
actual daily
1 %
of total potential
Risk-Adjusted Return
-0.03
actual daily
1 %
of total potential
Based on monthly moving average Alaska is performing at about 0% 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 Alaska by adding it to a well-diversified portfolio.
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