American Airlines Risk Analysis

Our philosophy in foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for American Airlines Group Inc which you can use to evaluate future volatility of the firm. Please confirm American Airlines Group to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

Projected Return Density Against Market

Considering 30-days investment horizon, American Airlines has beta of 0.0 . This suggests unless we do not have required data, the returns on NYSE and American Airlines are completely uncorrelated. Furthermore, American Airlines Group IncIt does not look like American Airlines alpha can have any bearing on the equity current valuation.
Alpha over NYSE
= 0.00 
βBeta against NYSE= 0.00 
Overall volatility
= 0.00 
 IrInformation ratio = 0.00 

Actual Return Volatility

American Airlines Group Inc has volatility of 0.0% on return distribution over 30 days investment horizon. NYSE inherits 0.4384% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
Benchmark  Embed    Timeline 

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Total Debt

American Airlines Group Total Debt History

Investment Outlook

American Airlines Investment Opportunity
NYSE has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than American Airlines Group Inc. 0% of all equities and portfolios are less risky than American Airlines. Compared to the overall equity markets, volatility of historical daily returns of American Airlines Group Inc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

American Airlines Current Risk Indicators