American Airlines Performance

On a scale of 0 to 100 American Airlines holds performance score of 8. The firm shows Beta (market volatility) of -0.7006 which signifies that as returns on market increase, returns on owning American Airlines are expected to decrease at a much smaller rate. During bear market, American Airlines is likely to outperform the market.. Although it is extremely important to respect American Airlines Group historical returns, it is beter to be realistic about what you can do with the information about equity current trading patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing American Airlines Group technical indicators you can presently evaluate if the expected return of 0.2436% will be sustainable into the future. Please makes use of American Airlines Group Downside Deviation, Treynor Ratio, Expected Short fall, as well as the relationship between Variance and Potential Upside to make a quick decision on weather American Airlines price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  4,196  in American Airlines Group Inc on March 29, 2017 and sell it today you would earn a total of  202.00  from holding American Airlines Group Inc or generate 4.81% return on investment over 30 days. American Airlines Group Inc is generating 0.2436% of daily returns assuming volatility of 2.0095% on return distribution over 30 days investment horizon. In other words, 19% of equities are less volatile than the company and above 95% 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 generate 3.97 times more return on investment than the market. However, the company is 3.97 times more volatile than its market benchmark. It trades about 0.12 of its potential returns per unit of risk. The NYSE is currently generating roughly 0.07 per unit of risk.

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, Mar 29, 2017 and Fri, Apr 28, 2017 is 43.81 with a coefficient of variation of 3.89. The daily time series for the period is distributed with a sample standard deviation of 1.69, arithmetic mean of 43.52, and mean deviation of 1.4. The Stock received some media coverage during the period.
8 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in American Airlines Group Inc are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

American Airlines Sharpe Ratio = 0.1212
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Estimated Market Risk

 2.01
  actual daily
 
 81 %
of total potential
 
Market Risk score

Expected Return

 0.24
  actual daily
 
 5 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.12
  actual daily
 
 8 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average American Airlines is performing at about 8% 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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