ATT Alpha and Beta Analysis Overview

T -- USA Stock  

USD 33.78  0.13  0.38%

This module allows you to check different measures of market premium for ATT 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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

ATT Market Premiums

α0.14β0.22
30 days against DJI
Risk Adjusted Performance  

0.113

Jensen Alpha  

0.15

Total Risk Alpha  

0.07

Sortino Ratio  

0.0171

Treynor Ratio  

2.24

ATT expected buy-and-hold returns

ATT Market Price Analysis

ATT Return and Market Media

The median price of ATT for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 32.68 with a coefficient of variation of 2.26. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 32.8, and mean deviation of 0.66. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
ATT exotic insider transaction detected09/05/2018
2
5 Top Stock Trades for Thursday Buy Apple on New iPhone Rele...09/12/2018
3
ATT exotic insider transaction detected09/18/2018
4
Acquisition by John Stephens of 1580 shares of ATT subject t...09/21/2018
5
ATT exotic insider transaction detected09/24/2018

ATT Upcoming Events

ATT Upcoming Company Events

Upcoming Quarterly ReportOctober 27, 2017
Next Earnings ReportJanuary 24, 2018

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Also please take a look at ATT Backtesting, ATT Valuation, ATT Correlation, ATT Hype Analysis, ATT Volatility, ATT History and analyze ATT Performance. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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