ATT Backtesting

ATT Inc -- USA Stock  

USD 35.49  0.05  0.14%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of ATT Inc 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
Investment Horizon     30 Days    Login   to change
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Backtest

ATT 'What if' Analysis

September 23, 2017
0.00
No Change 0.00  0.0%
In 31 days
October 23, 2017
0.00
If you would invest  0.00  in ATT on September 23, 2017 and sell it all today you would earn a total of 0.00 from holding ATT Inc or generate 0.0% return on investment in ATT over 30 days. ATT is related to or competes with Verizon Communications, CenturyLink, Frontier Communications, Telephone, and Zayo Group. ATT Inc operates through four segments Business Solutions, Entertainment Group, Consumer Mobility, and International

ATT Upside/Downside Indicators

  

ATT Market Premium Indicators

ATT Inc lagged returns against current returns

 Current and Lagged Values 
      Timeline 

ATT regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

ATT Inc Backtested Returns

Macroaxis considers ATT to be not too volatile. ATT Inc secures Sharpe Ratio (or Efficiency) of -0.2954 which signifies that ATT Inc had -0.2954% 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 Inc exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ATT Inc Mean Deviation of 0.9789 and Risk Adjusted Performance of (0.04676) 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 1.0203 which signifies that ATT returns are very sensitive to returns on the market. as market goes up or down, ATT is expected to follow.. Even though it is essential to pay attention to ATT Inc historical returns, it is always good to be careful when utilizing equity current trending patternss. 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 Inc exposes twenty-eight different technical indicators which can help you to evaluate its performance. ATT Inc has expected return of -0.4512%. Please be advised to confirm ATT Inc Sortino Ratio, Semi Variance as well as the relationship between Semi Variance and Rate Of Daily Change to decide if ATT Inc past performance will be repeated at future time.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.16) 

Insignificant reverse predictability

ATT Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between ATT time series from September 23, 2017 to October 8, 2017 and October 8, 2017 to October 23, 2017. 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 Inc price movement. The serial correlation of -0.16 indicates that over 16.0% of current ATT price fluctuation can be explain by its past prices. Given that ATT Inc 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 -0.16
Spearman Rank Test 0.02
Price Variance 1.32
Lagged Price Variance 0.14

ATT Lagged Returns

 Regressed Prices 
      Timeline 

ATT Performance vs DOW

The median price of ATT for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 38.59 with a coefficient of variation of 3.93. The daily time series for the period is distributed with a sample standard deviation of 1.49, arithmetic mean of 37.9, and mean deviation of 1.31. The Stock did not receive any noticable media coverage during the period.
October 6, 2017ATT Dividend Paid
Price Growth (%)  
      Timeline