American Express Cdr Stock Z Score
| AXP Stock | 28.90 0.50 1.70% |
What is Altman Z-Score?
The Altman Z-Score is one of the most widely-used financial formulas to predict bankruptcy risk. Developed by Edward Altman in 1968, this model combines five key financial ratios to generate a single score that indicates the likelihood of financial distress within two years.
How to Interpret American Express Z-Score
Z-Score above 3.0: Safe zone - Low bankruptcy risk
Z-Score 2.7 - 3.0: Gray zone - Moderate risk
Z-Score 1.8 - 2.7: Warning zone - Elevated risk
Z-Score below 1.8: Distress zone - High bankruptcy risk
Why American Express Z-Score Matters
Investors use the Z-Score to assess financial health before making investment decisions. A declining Z-Score over time may signal deteriorating fundamentals, while an improving score suggests strengthening financial position. The model evaluates five critical metrics: working capital to assets, retained earnings to assets, EBIT to assets, market value of equity to total liabilities, and sales to assets.
American Express Z-Score Analysis
The module uses available fundamental data of American Express to calculate the Altman Z score based on five fundamental metrics from the company's most recent public disclosure documents. Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in American Express CDR. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in inflation.
American | Z Score |
American Express 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to American Express' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of American Express.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in American Express on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding American Express CDR or generate 0.0% return on investment in American Express over 90 days. American Express is related to or competes with Visa, Mastercard, PayPal Holdings, Goeasy, Propel Holdings, and ECN Capital. American Express is entity of Canada. It is traded as Stock on TO exchange. More
American Express Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure American Express' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess American Express CDR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 7.83 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 2.51 |
American Express Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Express' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Express' standard deviation. In reality, there are many statistical measures that can use American Express historical prices to predict the future American Express' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.87) |
American Express February 18, 2026 Technical Indicators
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| Risk Adjusted Performance | (0.05) | |||
| Market Risk Adjusted Performance | (0.86) | |||
| Mean Deviation | 1.26 | |||
| Coefficient Of Variation | (1,330) | |||
| Standard Deviation | 1.65 | |||
| Variance | 2.71 | |||
| Information Ratio | (0.11) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.87) | |||
| Maximum Drawdown | 7.83 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 2.51 | |||
| Skewness | (0.28) | |||
| Kurtosis | 0.1723 |
American Express CDR Backtested Returns
American Express CDR secures Sharpe Ratio (or Efficiency) of -0.0128, which signifies that the company had a -0.0128 % return per unit of standard deviation over the last 3 months. American Express CDR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm American Express' risk adjusted performance of (0.05), and Mean Deviation of 1.26 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, American Express' returns are expected to increase less than the market. However, during the bear market, the loss of holding American Express is expected to be smaller as well. At this point, American Express CDR has a negative expected return of -0.0203%. Please make sure to confirm American Express' value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if American Express CDR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
American Express CDR has almost perfect reverse predictability. Overlapping area represents the amount of predictability between American Express time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of American Express CDR price movement. The serial correlation of -0.71 indicates that around 71.0% of current American Express price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.79 |
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
| Competition |
In accordance with the company's disclosures, American Express CDR has a Z Score of 0.0. This is 100.0% lower than that of the Financial Services sector and 100.0% lower than that of the Credit Services industry. The z score for all Canada stocks is 100.0% higher than that of the company.
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American Fundamentals
| Return On Equity | 33.52 | ||||
| Revenue | 77.65 B | ||||
| Net Income | 10.83 B | ||||
| Cash And Equivalents | 43.49 B | ||||
| Total Debt | 266.58 B | ||||
| Cash Flow From Operations | 18.43 B | ||||
| Earnings Per Share | 14.89 X | ||||
| Number Of Employees | 75.1 K | ||||
| Market Capitalization | 263.91 B | ||||
| Total Asset | 300.05 B | ||||
| Retained Earnings | 25.49 B | ||||
| Net Asset | 300.05 B |
About American Express Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze American Express CDR's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of American Express using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of American Express CDR based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with American Express
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if American Express position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in American Express will appreciate offsetting losses from the drop in the long position's value.Moving together with American Stock
Moving against American Stock
The ability to find closely correlated positions to American Express could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace American Express when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back American Express - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling American Express CDR to buy it.
The correlation of American Express is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as American Express moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if American Express CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for American Express can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in American Stock
American Express financial ratios help investors to determine whether American Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in American with respect to the benefits of owning American Express security.