American Airlines Downside Variance

AAL Stock  USD 14.11  0.15  1.07%   
American Airlines downside-variance technical analysis lookup allows you to check this and other technical indicators for American Airlines Group or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
American Airlines Group has current Downside Variance of 6.07. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.

Downside Variance

 = 

SUM(RET DEV)2

N(ER)

 = 
6.07
SUM = Summation notation
RET DEV = Actual returns deviation over selected period
N(ER) = Number of points with returns less than expected return for the period

American Airlines Downside Variance Peers Comparison

American Downside Variance Relative To Other Indicators

American Airlines Group is number one stock in downside variance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  2.74  of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for American Airlines Group is roughly  2.74 
Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
Compare American Airlines to Peers

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Thematic Ideas
Explore Investing Ideas