American Stock Alpha and Beta Analysis

AXP
 Stock
  

USD 162.44  3.64  2.29%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Express. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Express over a specified time horizon. Remember, high American Express' 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 American Express Backtesting, American Express Valuation, American Express Correlation, American Express Hype Analysis, American Express Volatility, American Express History and analyze American Express Performance.
  
Please note that although American Express 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, American Express did 0.07  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 American Express stock's relative risk over its benchmark. American Express has a beta of 1.48  . Let's try to break down what American'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, American Express will likely underperform.
American Express Enterprise Value over EBIT is very stable at the moment as compared to the past year. American Express reported last year Enterprise Value over EBIT of 13.00. As of 10th of August 2022, Enterprise Value over EBITDA is likely to grow to 13.29, while Tangible Assets Book Value per Share are likely to drop 232.75.
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.

American Express Quarterly Book Value per Share

30.898

American Express Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Express market risk premium is the additional return an investor will receive from holding American Express 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 American Express. 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 American Express' performance over market.
α-0.07   β1.48
90 days against DJI

American Express 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 American Express' Buy-and-hold return. Our buy-and-hold chart shows how American Express performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

American Express Market Price Analysis

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

American Express Return and Market Media

The median price of American Express for the period between Thu, May 12, 2022 and Wed, Aug 10, 2022 is 153.01 with a coefficient of variation of 6.37. The daily time series for the period is distributed with a sample standard deviation of 9.69, arithmetic mean of 152.18, and mean deviation of 8.18. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Regulation05/16/2022
2
Financial Statements05/26/2022
3
Unclassified Event06/03/2022
4
Sale by Theodore Leonsis of 4005 shares of American Express06/06/2022
5
Warren Buffett Has Gained Over 171 Billion On These 4 Stocks...06/08/2022
6
American Express Dips More Than Broader Markets What You Sho...06/14/2022
7
Regulation06/15/2022
8
Baird American Express could be a 175 stock - Invezz06/17/2022
9
American Express Co. stock rises Friday, outperforms market ...06/24/2022
10
EPS Estimate06/30/2022
11
Acquisition by Christopher Young of 255 shares of American E...07/05/2022
12
Regulation07/15/2022
13
Stock Futures Rise amid Generally Bleak Market as Goldman Sa...07/18/2022
14
For U.S. card issuers, recession worries may foreshadow a go...07/21/2022
15
EPS Reported07/22/2022
16
Financial Statements08/03/2022
17
EPS Estimate08/05/2022
18
Warren Buffetts company lost 44 billion last quarter, but it...08/08/2022

About American Express 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in American Express 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.
 2014 2015 2021 2022 (projected)
Long Term Debt to Equity2.82.322.673.18
Interest Coverage1.09 K1.04 K933.36890.58

American Express Upcoming Company Events

As portrayed in its financial statements, the presentation of American Express' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Express' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Express' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Express. Please utilize our Beneish M Score to check the likelihood of American Express' management manipulating its earnings.
Upcoming Quarterly Report25th of January 2022
Next Financial Report22nd of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End25th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with American Express

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 American Express Backtesting, American Express Valuation, American Express Correlation, American Express Hype Analysis, American Express Volatility, American Express History and analyze American Express Performance. Note that the American Express information on this page should be used as a complementary analysis to other American Express' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

Complementary Tools for American Stock analysis

When running American Express price analysis, check to measure American Express' 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 American Express is operating at the current time. Most of American Express' value examination focuses on studying past and present price action to predict the probability of American Express' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move American Express' price. Additionally, you may evaluate how the addition of American Express to your portfolios can decrease your overall portfolio volatility.
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
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
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
American Express 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 American Express technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of American Express 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...