Aar Corp Stock Alpha and Beta Analysis
| AIR Stock | USD 69.08 1.24 1.83% |
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. Key technical indicators related to AAR Corp's market risk premium analysis include:
Beta 1.78 | Alpha (0.08) | Risk 2.22 | Sharpe Ratio 0.0577 | Expected Return 0.13 |
AAR Corp Quarterly Cash And Equivalents |
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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 |
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 | -0.08 | β | 1.78 |
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 Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 64.88 with a coefficient of variation of 4.42. The daily time series for the period is distributed with a sample standard deviation of 2.85, arithmetic mean of 64.46, and mean deviation of 2.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Robert Leduc of 217 shares of AAR Corp at 65.78 subject to Rule 16b-3 | 08/30/2024 |
2 | AAR awarded five-year contract to perform airframe maintenance for U.S. Navys P-8A Poseidon fleet | 09/23/2024 |
3 | Earnings call AAR reports robust start to fiscal 2025 with 20 percent sales jump | 09/24/2024 |
4 | AAR Posts Earnings Results, Beats Estimates By 0.03 EPS | 09/25/2024 |
5 | AAR awarded five-year P-8A Poseidon engine overhaul contract by U.S. Navy | 09/26/2024 |
6 | Trax powers WestJets digital transformation with additional mobile and paperless solutions | 09/30/2024 |
7 | AAR Earns Buy Rating from Benchmark | 10/07/2024 |
8 | Implied Volatility Surging for AAR Stock Options - Yahoo Finance | 10/29/2024 |
9 | AAR signs new engine parts supply agreement with Chromalloy | 11/12/2024 |
10 | AAR releases 2024 Sustainability Report | 11/18/2024 |
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 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.
| 2020 | 2023 | 2024 (projected) | Dividend Yield | 6.7E-5 | 7.7E-5 | 7.3E-5 | Price To Sales Ratio | 0.9 | 1.07 | 0.74 |
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.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 16th of July 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of May 2023 Last Financial Announcement | View |
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Additional Tools for AAR Stock Analysis
When running AAR Corp's 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 the 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.