Air Lease Stock Alpha and Beta Analysis

AL Stock  USD 51.44  0.68  1.34%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Air Lease. It also helps investors analyze the systematic and unsystematic risks associated with investing in Air Lease over a specified time horizon. Remember, high Air Lease'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 Lease's market risk premium analysis include:
Beta
1.36
Alpha
0.15
Risk
1.71
Sharpe Ratio
0.23
Expected Return
0.39
Please note that although Air Lease alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Air Lease did 0.15  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Air Lease stock's relative risk over its benchmark. Air Lease has a beta of 1.36  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Air Lease will likely underperform. Price Book Value Ratio is expected to rise to 1.05 this year. Enterprise Value Multiple is expected to rise to 15.06 this year.

Air Lease Quarterly Cash And Equivalents

512.08 Million

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.
  
Check out Air Lease Backtesting, Air Lease Valuation, Air Lease Correlation, Air Lease Hype Analysis, Air Lease Volatility, Air Lease History and analyze Air Lease Performance.
For more information on how to buy Air Stock please use our How to buy in Air Stock guide.

Air Lease Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Air Lease market risk premium is the additional return an investor will receive from holding Air Lease 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 Lease. 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 Lease's performance over market.
α0.15   β1.36

Air Lease 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 Lease's Buy-and-hold return. Our buy-and-hold chart shows how Air Lease performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Air Lease Market Price Analysis

Market price analysis indicators help investors to evaluate how Air Lease 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 Lease shares will generate the highest return on investment. By understating and applying Air Lease stock market price indicators, traders can identify Air Lease position entry and exit signals to maximize returns.

Air Lease Return and Market Media

The median price of Air Lease for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 41.83 with a coefficient of variation of 7.09. The daily time series for the period is distributed with a sample standard deviation of 3.01, arithmetic mean of 42.54, and mean deviation of 2.26. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
 
Air Lease dividend paid on 10th of January 2024
01/10/2024
1
Chuck Royce Adjusts Position in Aviat Networks Inc
02/01/2024
2
Air Lease Corporation Q4 2023 Earnings Call Transcript
02/16/2024
3
Disposition of 3046 shares by Carol Forsyte of Air Lease at 40.0215 subject to Rule 16b-3
02/22/2024
4
Disposition of 28515 shares by John Plueger of Air Lease at 40.0628 subject to Rule 16b-3
02/23/2024
5
Air Lease announces lease placement of three Boeing 787 aircraft with Thai Airways
02/26/2024
6
EVP Alex Khatibi Sells 11,198 Shares of Air Lease Corp
03/08/2024
7
Air Lease Stock Sees Relative Strength Rating Fly Higher Still Shy Of Key Benchmark
03/13/2024
8
Disposition of 7500 shares by Grant Levy of Air Lease at 46.822 subject to Rule 16b-3
03/15/2024
9
Air Lease Corporation Hit a 52 Week High, Can the Run Continue
03/18/2024
10
Acquisition by Udvar-hazy Steven F of 65562 shares of Air Lease subject to Rule 16b-3
03/19/2024
11
Is Air Lease Stock a Solid Choice Right Now
03/20/2024
12
Air Lease Corporation Announces Pricing of Offering of 600 Million of Senior Unsecured Medium-Term Notes
03/21/2024
13
KBRA Affirms Air Leases A- Issuer, Senior Unsecured Debt Ratings and BBB Preferred Share Rating with Stable Outlook and Assigns A- Rating to Air Leases Medium-T...
03/22/2024
14
6 Reasons Why Investors Should Buy Air Lease Stock Now
03/28/2024

About Air Lease 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 Lease 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)
Dividend Yield0.02010.02910.0280.0294
Price To Sales Ratio2.421.851.733.26

Air Lease Upcoming Company Events

As portrayed in its financial statements, the presentation of Air Lease's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Air Lease's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Air Lease's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Air Lease. Please utilize our Beneish M Score to check the likelihood of Air Lease's management manipulating its earnings.
15th of February 2024
Upcoming Quarterly Report
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6th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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15th of February 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

Build Portfolio with Air Lease

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Air Lease is a strong investment it is important to analyze Air Lease's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Air Lease's future performance. For an informed investment choice regarding Air Stock, refer to the following important reports:
Check out Air Lease Backtesting, Air Lease Valuation, Air Lease Correlation, Air Lease Hype Analysis, Air Lease Volatility, Air Lease History and analyze Air Lease Performance.
For more information on how to buy Air Stock please use our How to buy in Air Stock guide.
You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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When running Air Lease's price analysis, check to measure Air Lease'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 Lease is operating at the current time. Most of Air Lease's value examination focuses on studying past and present price action to predict the probability of Air Lease'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 Lease's price. Additionally, you may evaluate how the addition of Air Lease to your portfolios can decrease your overall portfolio volatility.
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Air Lease 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.
A focus of Air Lease technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Air Lease trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...