American Airlines Alpha and Beta Analysis

This module allows you to check different measures of market premium for American Airlines Group Inc as well as systematic risk associated with investing in American Airlines over a specified time horizon. Check also American Airlines Backtesting, American Airlines Valuation, American Airlines Correlation, American Airlines Hype Analysis, American Airlines Volatility, American Airlines History and analyze American Airlines Performance
Investment Horizon     30 Days    Login   to change
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American Airlines Market Premiums

α (average alpha)=0.36    β (beta)=2.23    
30 days against NYA
Risk Adjusted Performance  (0.02)Jensen Alpha  (0.49)Total Risk Alpha  (0.83)Sortino Ratio  0.0Treynor Ratio  (0.05)

American Airlines expected buy-and-hold returns

   

American Airlines Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Chande Momentum Oscillator
Bollinger Bands
Double Exponential Moving Average
CDL3BLACKCROWS
CDL3LINESTRIKE

American Airlines Return and Market Media

The median price of American Airlines for the period between Wed, Jan 25, 2017 and Fri, Feb 24, 2017 is 46.45 with a coefficient of variation of 3.13. The daily time series for the period is distributed with a sample standard deviation of 1.44, arithmetic mean of 46.19, and mean deviation of 1.16. The Stock received some media coverage during the period.
Price Growth (%)  
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