Delta Air Lines Stock Alpha and Beta Analysis
| DAL Stock | USD 65.39 1.33 2.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Delta Air Lines. It also helps investors analyze the systematic and unsystematic risks associated with investing in Delta Air over a specified time horizon. Remember, high Delta Air'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 Delta Air's market risk premium analysis include:
Beta (0.49) | Alpha 0.12 | Risk 2.1 | Sharpe Ratio 0.0363 | Expected Return 0.0761 |
Delta Air 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.
Delta |
Delta Air Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Delta Air market risk premium is the additional return an investor will receive from holding Delta Air 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 Delta Air. 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 Delta Air's performance over market.| α | 0.12 | β | -0.49 |
Delta Air 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 Delta Air's Buy-and-hold return. Our buy-and-hold chart shows how Delta Air performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Delta Air Market Price Analysis
Market price analysis indicators help investors to evaluate how Delta Air stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Delta Air shares will generate the highest return on investment. By understating and applying Delta Air stock market price indicators, traders can identify Delta Air position entry and exit signals to maximize returns.
Delta Air Return and Market Media
The median price of Delta Air for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 64.07 with a coefficient of variation of 4.25. The daily time series for the period is distributed with a sample standard deviation of 2.73, arithmetic mean of 64.15, and mean deviation of 2.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Woman who stowed away on flight from New York to Paris is indicted | 01/13/2025 |
2 | Bullseye Event Group and 3CHI Team Up to Elevate Game Day Tailgating Experience | 01/17/2025 |
3 | Disposition of 91710 shares by Edward Bastian of Delta Air at 46.14 subject to Rule 16b-3 | 01/22/2025 |
4 | Disposition of 2240 shares by Rahul Samant of Delta Air at .76 subject to Rule 16b-3 | 01/24/2025 |
5 | Disposition of 6783 shares by William Carroll of Delta Air at 65.942 subject to Rule 16b-3 | 02/03/2025 |
6 | Passenger records moment a Japan Airlines plane collides with Delta plane | 02/05/2025 |
7 | Michelin Guide Grows HCA Expands Kickback Fine FL Business News | 02/07/2025 |
8 | Free-To-Play Delta Force Will Add Paid Black Hawk Down Campaign February 21 | 02/10/2025 |
9 | Delta Air Lines files to sell 9.22M shares of common stock for holders | 02/11/2025 |
10 | Navy fighter jet crashes into San Diego Bay near naval air station 2 pilots rescued | 02/12/2025 |
11 | cbdMD Generates 5.1 Million in Revenue, Positive Earnings | 02/13/2025 |
12 | Druckenmiller buys airline shares, Amazon and Warner Brothers, while dumping Broadcom | 02/14/2025 |
About Delta Air 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 Delta or other stocks. Alpha measures the amount that position in Delta Air Lines 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.00818 | 0.00968 | Price To Sales Ratio | 0.64 | 0.34 |
Delta Air Upcoming Company Events
As portrayed in its financial statements, the presentation of Delta Air's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Delta Air's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Delta Air's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Delta Air. Please utilize our Beneish M Score to check the likelihood of Delta Air's management manipulating its earnings.
| 11th of April 2024 Upcoming Quarterly Report | View | |
| 11th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Delta Air Backtesting, Delta Air Valuation, Delta Air Correlation, Delta Air Hype Analysis, Delta Air Volatility, Delta Air History and analyze Delta Air Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Delta Air 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.