We consider American Airlines not too volatile. American Airlines Group secures Sharpe Ratio (or Efficiency) of 0.0144 which signifies that American Airlines Group had 0.0144% of return per unit of standard deviation over the last 1 month. 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 Mean Deviation of 1.49 and Risk Adjusted Performance of 0.0294 to double-check if risk estimate we provide are consistent with the epected return of 0.0305%.
|Investment Horizon||30 Days Login to change|
American Airlines Market Sensitivity
|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.One Month Beta |Analyze American Airlines Group Demand TrendCheck current 30 days American Airlines correlation with market (NYSE)|
β = -0.4402