American Airlines Total Risk Alpha

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    American Airlines Group has current Total Risk Alpha of 0.0. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
    American Airlines 
    Total Risk Alpha 
     = 
    RFR + (ER[b] - ER[a]) 
    x  
    STD[a] / STD[b] 
     = 
    0.0
    ER[a] =   Expected return on investing in American Airlines
    ER[b] =   Expected return on market index or selected benchmark
    STD[a] =   Standard Deviation of returns on American Airlines
    STD[b] =   Standard Deviation of selected market or benchmark
    RFR =   Risk Free Rate of return. Typically T-Bill Rate

    Total Risk Alpha Comparison

    American Airlines Group is rated second in total risk alpha category among related companies. It is rated below average in maximum drawdown category among related companies .
    The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.

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