ATT Backtesting

T -- USA Stock  

USD 31.61  0.10  0.32%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of ATT and determine expected loss or profit from investing in ATT over given investment horizon. Also please take a look at ATT Hype Analysis, ATT Correlation, ATT Valuation, ATT Volatility as well as analyze ATT Alpha and Beta and ATT Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

ATT 'What if' Analysis

June 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 19, 2018
0.00
If you would invest  0.00  in ATT on June 19, 2018 and sell it all today you would earn a total of 0.00 from holding ATT or generate 0.0% return on investment in ATT over 30 days. ATT is related to or competes with Verizon Communications, Telephone, Zayo Group, Level 3, Liberty Broadband, and T-Mobile US. ATT Inc. provides communications and digital entertainment services

ATT Upside/Downside Indicators

Information Ratio0.18
Maximum Drawdown3.64
Value At Risk1.74
Potential Upside1.55
  

ATT Market Premium Indicators

Risk Adjusted Performance0.034361
Jensen Alpha0.09
Total Risk Alpha0.25
Treynor Ratio0.54

ATT Backtested Returns

Macroaxis considers ATT to be not too risky. ATT secures Sharpe Ratio (or Efficiency) of -0.091 which signifies that ATT had -0.091% of return per unit of risk over the last 1 month. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. ATT exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ATT Mean Deviation of 0.7803 and Risk Adjusted Performance of 0.034361 to double-check risk estimate we provide. Macroaxis gives ATT performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.1352 which signifies that as returns on market increase, ATT returns are expected to increase less than the market. However during bear market, the loss on holding ATT will be expected to be smaller as well.. Even though it is essential to pay attention to ATT historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. ATT exposes twenty-eight different technical indicators which can help you to evaluate its performance. ATT has expected return of -0.0916%. Please be advised to confirm ATT Sortino Ratio, Semi Variance as well as the relationship between Semi Variance and Rate Of Daily Change to decide if ATT past performance will be repeated at future time.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.20) 

Insignificant reverse predictability

ATT has insignificant reverse predictability. Overlapping area represents the amount of predictability between ATT time series from June 19, 2018 to July 4, 2018 and July 4, 2018 to July 19, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ATT price movement. The serial correlation of -0.2 indicates that over 20.0% of current ATT price fluctuation can be explain by its past prices. Given that ATT has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of ATT for similar time interval.
Correlation Coefficient -0.2
Spearman Rank Test -0.33
Price Variance 0.14
Lagged Price Variance 0.12

ATT lagged returns against current returns

 Current and Lagged Values 
      Timeline 

ATT regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

ATT Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at ATT Hype Analysis, ATT Correlation, ATT Valuation, ATT Volatility as well as analyze ATT Alpha and Beta and ATT Performance. Please also try Portfolio Quick Import module to import or update all your transactions via one easy-to-use interface.