American Airlines Performance

Macroaxis gives American Airlines performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 2.5346 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, American Airlines will likely underperform.. Even though it is essential to pay attention to American Airlines Group historical returns, it is always good to be careful when utilizing equity current trading patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. American Airlines Group Inc exposes twenty-eight different technical indicators which can help you to evaluate its performance. American Airlines Group has expected return of -0.1542%. Please be advised to confirm American Airlines Group Treynor Ratio, Expected Short fall and the relationship between Jensen Alpha and Potential Upside to decide if American Airlines Group past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  4,791  in American Airlines Group Inc on January 25, 2017 and sell it today you would lose (181.00)  from holding American Airlines Group Inc or give up 3.78% of portfolio value over 30 days. American Airlines Group Inc is generating negative expected returns assuming volatility of 2.074% on return distribution over 30 days investment horizon. In other words, 20% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
Benchmark  Embed   Risk (%) 
Considering 30-days investment horizon, American Airlines Group Inc is expected to under-perform the market. In addition to that, the company is 5.38 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The NYSE is currently generating roughly 0.24 per unit of volatility.

Operating Margin
American Airlines Group Operating Margin
Based on recorded statements American Airlines Group Inc has Operating Margin of 16.24%. This is much higher than that of the Transport sector, and significantly higher than that of Airlines industry, The Operating Margin for all stocks is over 1000% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

American Airlines Daily Price Distribution

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.

Risk-adjusted Performance

Over the last 30 days American Airlines Group Inc has generated negative risk-adjusted returns adding no value to investors with long positions.
One Month Efficiency
American Airlines Sharpe Ratio = -0.0743
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Estimated Market Risk

 2.07
  actual daily
 
 80 %
of total potential
 
Market Risk score

Expected Return

 -0.15
  actual daily
 
 1 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 -0.07
  actual daily
 
 1 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average American Airlines is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of American Airlines by adding it to a well-diversified portfolio.
Dividends
American Airlines Group Dividends Analysis
Check American Airlines Group dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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