AAR Corp Stock Alpha and Beta Analysis

AIR
 Stock
  

USD 35.31  2.71  7.13%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AAR Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in AAR Corp over a specified time horizon. Remember, high AAR Corp's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please continue to AAR Corp Backtesting, AAR Corp Valuation, AAR Corp Correlation, AAR Corp Hype Analysis, AAR Corp Volatility, AAR Corp History and analyze AAR Corp Performance.
  
Please note that although AAR Corp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, AAR Corp did 0.15  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of AAR Corp stock's relative risk over its benchmark. AAR Corp has a beta of 1.26  . Let's try to break down what AAR Corp's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, AAR Corp will likely underperform.
.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

AAR Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AAR Corp market risk premium is the additional return an investor will receive from holding AAR Corp long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in AAR Corp. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate AAR Corp's performance over market.
α-0.15   β1.26
90 days against DJI

AAR Corp expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of AAR Corp's Buy-and-hold return. Our buy-and-hold chart shows how AAR Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

AAR Corp Market Price Analysis

Market price analysis indicators help investors to evaluate how AAR Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AAR Corp shares will generate the highest return on investment. By understating and applying AAR Corp stock market price indicators, traders can identify AAR Corp position entry and exit signals to maximize returns.

AAR Corp Return and Market Media

The median price of AAR Corp for the period between Sun, Jun 26, 2022 and Sat, Sep 24, 2022 is 42.43 with a coefficient of variation of 5.98. The daily time series for the period is distributed with a sample standard deviation of 2.57, arithmetic mean of 42.99, and mean deviation of 2.11. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Jessica Garascia of 7100 shares of AAR Corp s...07/20/2022
2
EPS Reported07/21/2022
3
AAR Corp. Short Interest Update - Defense World07/22/2022
4
AAR Sumisho Aviation Services announces new distribution agr...08/01/2022
5
Payment of 977 shares by Christopher Jessup of AAR Corp subj...08/02/2022
6
Air Industries Group Announces Financial Results for the Thr...08/08/2022
7
Top 5 2nd Quarter Trades of Di - GuruFocus.com08/15/2022
8
AAR Upgraded to Buy by StockNews.com - MarketBeat08/18/2022
9
AAR shareholders YoY returns are lagging the companys 67 per...08/29/2022
10
EPS Estimate08/31/2022
11
AAR Set to Announce Earnings on Thursday - MarketBeat09/14/2022
12
EPS Reported09/22/2022

About AAR Corp Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including AAR Corp or other stocks. Alpha measures the amount that position in AAR Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

AAR Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of AAR Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AAR Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AAR Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AAR Corp. Please utilize our Beneish M Score to check the likelihood of AAR Corp's management manipulating its earnings.
Upcoming Quarterly Report22nd of March 2022
Next Financial Report19th of July 2022
Next Fiscal Quarter End28th of February 2022
Next Fiscal Year End19th of July 2022
Last Quarter Report30th of November 2021
Last Financial Announcement28th of February 2021

Build Portfolio with AAR Corp

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please continue to AAR Corp Backtesting, AAR Corp Valuation, AAR Corp Correlation, AAR Corp Hype Analysis, AAR Corp Volatility, AAR Corp History and analyze AAR Corp Performance. You can also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Complementary Tools for analysis

When running AAR Corp price analysis, check to measure AAR Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AAR Corp is operating at the current time. Most of AAR Corp's value examination focuses on studying past and present price action to predict the probability of AAR Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move AAR Corp's price. Additionally, you may evaluate how the addition of AAR Corp to your portfolios can decrease your overall portfolio volatility.
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
AAR Corp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of AAR Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AAR Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...