American Airlines Performance

American Airlines has performance score of 8 on a scale of 0 to 100. The firm shows Beta (market volatility) of 2.1599 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.. 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 0.1591% will be sustainable into the future. American Airlines Group right now shows risk of 1.2734%. Please confirm American Airlines Group Treynor Ratio, Expected Short fall and the relationship between Jensen Alpha and Potential Upside to decide if American Airlines Group will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  4,490  in American Airlines Group Inc on January 28, 2017 and sell it today you would earn a total of  138.00  from holding American Airlines Group Inc or generate 3.07% return on investment over 30 days. American Airlines Group Inc is generating 0.1591% of daily returns assuming volatility of 1.2734% on return distribution over 30 days investment horizon. In other words, 12% of equities are less volatile than the company and above 97% 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 3.81 times more return on investment than the market. However, the company is 3.81 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 0.44 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 Sat, Jan 28, 2017 and Mon, Feb 27, 2017 is 46.32 with a coefficient of variation of 3.06. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 46.14, and mean deviation of 1.11. The Stock did not receive any noticable media coverage during the period.

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 = 0.125
Good Returns
Average Returns
Small ReturnsAAL
Negative Returns

Estimated Market Risk

  actual daily
 88 %
of total potential
Market Risk score

Expected Return

  actual daily
 3 %
of total potential
Expected Return score

Risk-Adjusted Return

  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.
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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