American Airlines Group Inc has current Total Risk Alpha of (0.75). The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha
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RFR + (ER[b] - ER[a])
STD[a] / STD[b]
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Total Risk Alpha Comparison
American Airlines Group Inc is rated below average
in total risk alpha category among related companies. It is rated second
in maximum drawdown category among related companies .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.