ATT Alpha and Beta Analysis

ATT Inc -- USA Stock  

USD 37.00  0.04  0.11%

This module allows you to check different measures of market premium for ATT Inc as well as systematic risk associated with investing in ATT over a specified time horizon. Also please take a look at ATT Backtesting, ATT Valuation, ATT Correlation, ATT Hype Analysis, ATT Volatility, ATT History and analyze ATT Performance
 Time Horizon     30 Days    Login   to change
Run Premiums

ATT Market Premiums

α (average alpha)=0.02    β (beta)=0.16    
30 days against DJI
Risk Adjusted Performance  0.0882Jensen Alpha  0.0498Total Risk Alpha  0.1393Sortino Ratio  0.1323Treynor Ratio  0.32

ATT expected buy-and-hold returns


ATT Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

ATT Return and Market Media

The median price of ATT for the period between Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 36.91 with a coefficient of variation of 1.06. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 36.83, and mean deviation of 0.31. The Stock received some media coverage during the period.
 Price Growth (%)  
Acquisition by Andrew Geisse of 504 shares of ATT subject to...02/26/2018