Jetblue Airways Corp Stock Alpha and Beta Analysis
| JBLU Stock | USD 6.09 0.06 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JetBlue Airways Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in JetBlue Airways over a specified time horizon. Remember, high JetBlue Airways' 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 JetBlue Airways' market risk premium analysis include:
Beta 1.86 | Alpha 0.25 | Risk 4.52 | Sharpe Ratio 0.1 | Expected Return 0.46 |
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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.
JetBlue |
JetBlue Airways Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JetBlue Airways market risk premium is the additional return an investor will receive from holding JetBlue Airways 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 JetBlue Airways. 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 JetBlue Airways' performance over market.| α | 0.25 | β | 1.86 |
JetBlue Airways 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 JetBlue Airways' Buy-and-hold return. Our buy-and-hold chart shows how JetBlue Airways performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JetBlue Airways Market Price Analysis
Market price analysis indicators help investors to evaluate how JetBlue Airways stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JetBlue Airways shares will generate the highest return on investment. By understating and applying JetBlue Airways stock market price indicators, traders can identify JetBlue Airways position entry and exit signals to maximize returns.
JetBlue Airways Return and Market Media
The median price of JetBlue Airways for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 6.09 with a coefficient of variation of 12.79. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 6.2, and mean deviation of 0.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Airbus delivers first extra-long-range Airbus A321 as smaller jets fly farther | 10/30/2024 |
2 | From NYC to the ABCs JetBlue Begins More Caribbean Service with Flights to Bonaire | 11/05/2024 |
3 | FAA Blocks Flights To Haiti After Spirit, JetBlue Planes Face Gunfire | 11/12/2024 |
4 | Goldman Sachs sets JetBlue shares target, rates Sell on challenges | 11/15/2024 |
5 | US no-frills pioneer Spirit Airlines files for bankruptcy protection | 11/18/2024 |
6 | Spirit Airlines Files For Bankruptcy How It Will Affect IL Flights | 11/19/2024 |
7 | Flying for Thanksgiving These Airlines Have the Most Flight Delays and Cancelations | 11/20/2024 |
8 | I toured the worlds first Airbus A321XLR business class. The lie-flat seats lack one popular feature but are easy to love anyway. | 11/21/2024 |
9 | Three reasons Lina Khan must go | 11/22/2024 |
About JetBlue Airways 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 JetBlue or other stocks. Alpha measures the amount that position in JetBlue Airways 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 11.4 | 14.45 | 13.59 | 11.23 | Days Of Inventory On Hand | 4.75 | 4.13 | 4.57 | 7.03 |
JetBlue Airways Upcoming Company Events
As portrayed in its financial statements, the presentation of JetBlue Airways' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, JetBlue Airways' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of JetBlue Airways' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of JetBlue Airways. Please utilize our Beneish M Score to check the likelihood of JetBlue Airways' management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for JetBlue Stock Analysis
When running JetBlue Airways' price analysis, check to measure JetBlue Airways' 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 JetBlue Airways is operating at the current time. Most of JetBlue Airways' value examination focuses on studying past and present price action to predict the probability of JetBlue Airways' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JetBlue Airways' price. Additionally, you may evaluate how the addition of JetBlue Airways to your portfolios can decrease your overall portfolio volatility.