ATT Alpha and Beta Analysis

ATT Inc -- USA Stock  

USD 35.7  0.47  1.3%

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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

ATT Market Premiums

α (average alpha)=0.3    β (beta)=2.33    
30 days against DJI
Risk Adjusted Performance  (0.005683)Jensen Alpha  (0.42)Total Risk Alpha  (1.03)Sortino Ratio  0.0Treynor Ratio  (0.047092)

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 Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 38.59 with a coefficient of variation of 2.96. The daily time series for the period is distributed with a sample standard deviation of 1.13, arithmetic mean of 38.26, and mean deviation of 0.84. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
ATT exotic insider transaction detected09/26/2017