American Airlines Value At Risk

American Airlines Group Inc -- USA Stock  

USD 47.39  0.29  0.61%

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American Airlines Group Inc has current Value At Risk of (2.21). Value At Risk (or VAR) is statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
American Airlines 
Value At Risk 
 = 
ER[a] x N 
+  
(Z-SCORE x STD x SQRT (N)) 
 = 
(2.21)
ER[a] =   Expected return on investing in American Airlines
STD =   Standard Deviation of American Airlines
N =   Number of points for the period
Z-SCORE =   Number of standard deviations above or below the mean

Value At Risk Comparison

American Airlines Group Inc is rated fourth in value at risk category among related companies. It is rated third in maximum drawdown category among related companies .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
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American Airlines Group Inc., through its subsidiaries, operates in the airline industry. more
NameAmerican Airlines Group Inc
Analyst Consensus
Piotroski F Score
Macroaxis Advice
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNASDAQ
CIK Number00006201.0
ISINUS02376R1023
CUSIP02376R102
Related EntityAMR
CurrencyUSD - US Dollar