AEO American Eag...
Fundamental Data
Get detailed Fundamental insights of American Eagle Outfitters Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.03 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of AEO
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Aug 22, 2018 | Mar 5, 2021 | -76.79% | 927 |
| Apr 26, 2021 | May 17, 2024 | -74.31% | 1118 |
| Aug 16, 2016 | Feb 23, 2018 | -45.17% | 557 |
| Aug 18, 2015 | Aug 4, 2016 | -28.50% | 353 |
| Mar 16, 2021 | Apr 6, 2021 | -13.06% | 22 |
| Apr 14, 2015 | Jul 10, 2015 | -12.07% | 88 |
| Mar 8, 2018 | Apr 3, 2018 | -9.43% | 27 |
| Apr 16, 2018 | May 15, 2018 | -9.37% | 30 |
| Jun 22, 2018 | Jul 24, 2018 | -8.91% | 33 |
| Jan 8, 2015 | Feb 3, 2015 | -5.74% | 27 |
AEO vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between January 5, 2015 - May 17, 2024Annual Return (%)
AEO
S&P500
Metric AEO S&P500
| Cumulative Return | 71.25% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | 4.04% | 7.23% |
| Sharpe | 0.36 | 0.65 |
| Sortino | 0.51 | 0.91 |
| Max Drawdown | -76.79% | -34.1% |
| Longest Drawdown Days | 1118 | 745 |
| Volatility (ann.) | 47.4% | 17.95% |
| Correlation | 44.32% | - |
| R^2 | 0.2 | - |
| Calmar | 0.05 | 0.21 |
| Skew | -0.00 | -0.55 |
| Kurtosis | 5.90 | 12.55 |
| Expected Daily | 0.02% | 0.04% |
| Expected Monthly | 0.48% | 0.84% |
| Expected Yearly | 5.53% | 9.93% |
| Kelly Criterion | 2.97% | 4.54% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -4.84% | -1.81% |
| Expected Shortfall (cVaR) | -4.84% | -1.81% |
| Max Consecutive Wins | 9 | 10 |
| Max Consecutive Losses | 8 | 8 |
| Gain/Pain Ratio | 0.07 | 0.13 |
| Gain/Pain (1M) | 0.35 | 0.74 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 1.07 | 1.13 |
| Outlier Win Ratio | 2.46 | 6.94 |
| Outlier Loss Ratio | 2.73 | 7.79 |
| MTD | -3.01% | 5.47% |
| 3M | 5.85% | 5.99% |
| 6M | 22.74% | 17.60% |
| YTD | 11.20% | 11.39% |
| 1Y | 85.71% | 29.06% |
| 3Y (ann.) | -8.81% | 5.51% |
| Best Day | 21.19% | 9.06% |
| Worst Day | -19.30% | -10.94% |
| Best Month | 39.26% | 12.70% |
| Worst Month | -38.28% | -13.00% |
| Best Year | 51.58% | 28.79% |
| Worst Year | -44.87% | -19.48% |
| Avg. Drawdown | -10.43% | -1.81% |
| Avg. Drawdown Days | 103 | 22 |
| Recovery Factor | 2.07 | 3.22 |
| Ulcer Index | 0.40 | 0.08 |
| Avg. Up Month | 11.29% | 3.61% |
| Avg. Down Month | -9.40% | -4.96% |
| Win Days | 52.32% | 54.06% |
| Win Month | 49.56% | 66.37% |
| Win Quarter | 50.00% | 76.32% |
| Win Year | 70.00% | 70.00% |