Air T Inc Stock Alpha and Beta Analysis
| AIRT Stock | USD 20.21 0.82 4.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Air T Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Air T over a specified time horizon. Remember, high Air T'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 Air T's market risk premium analysis include:
Beta 0.72 | Alpha (0.21) | Risk 4.94 | Sharpe Ratio (0.01) | Expected Return (0.06) |
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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.
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Air T Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Air T market risk premium is the additional return an investor will receive from holding Air T 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 Air T. 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 Air T's performance over market.| α | -0.21 | β | 0.72 |
Air T 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 Air T's Buy-and-hold return. Our buy-and-hold chart shows how Air T performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Air T Market Price Analysis
Market price analysis indicators help investors to evaluate how Air T stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Air T shares will generate the highest return on investment. By understating and applying Air T stock market price indicators, traders can identify Air T position entry and exit signals to maximize returns.
Air T Return and Market Media
The median price of Air T for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 17.29 with a coefficient of variation of 13.93. The daily time series for the period is distributed with a sample standard deviation of 2.58, arithmetic mean of 18.51, and mean deviation of 2.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Nicholas Swenson of 1723 shares of Air T at 24.8199 subject to Rule 16b-3 | 09/25/2024 |
2 | Air T, Inc. Names Tracy Kennedy as Chief Financial Officer | 10/22/2024 |
3 | Latitude Aero Granted Approval for Digital Recordkeeping in Accordance With FAA AC 120-78A Using Vista-Suite.com Enterprise | 11/08/2024 |
4 | Air T Stock Rises Post Q2 Earnings on Higher Revenue, Operating Income | 11/14/2024 |
5 | Trading Signals - Stock Traders Daily | 11/21/2024 |
About Air T 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 Air or other stocks. Alpha measures the amount that position in Air T Inc 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0226 | 0.0234 | Price To Sales Ratio | 0.21 | 0.33 |
Air T Upcoming Company Events
As portrayed in its financial statements, the presentation of Air T's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Air T's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Air T's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Air T. Please utilize our Beneish M Score to check the likelihood of Air T's management manipulating its earnings.
| 9th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Air Stock Analysis
When running Air T's price analysis, check to measure Air T'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 Air T is operating at the current time. Most of Air T's value examination focuses on studying past and present price action to predict the probability of Air T's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Air T's price. Additionally, you may evaluate how the addition of Air T to your portfolios can decrease your overall portfolio volatility.