American Airlines Total Risk Alpha

    American Airlines Group Inc -- USA Stock  

    USD 50.21  0.38  0.75%

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    American Airlines Group Inc 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 Inc is rated third 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.
    American Airlines Group Inc., through its subsidiaries, operates in the airline industry. more
    NameAmerican Airlines Group Inc
    Analyst Consensus
    Macroaxis Advice
    InstrumentUSA Stock Stocks Directory
    RegionNorth America
    ExchangeNASDAQ
    CIK Number00006201.0
    ISINUS02376R1023
    CUSIP02376R102
    Related EntityAMR
    CurrencyUSD - US Dollar