ATT Backtesting

ATT Inc -- USA Stock  

USD 35.7  0.47  1.3%

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 17, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 17, 2017
 0.00 
If you would invest  0.00  in ATT on September 17, 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

We consider ATT not too risky. ATT Inc secures Sharpe Ratio (or Efficiency) of 0.0045 which signifies that ATT Inc had 0.0045% of return per unit of risk over the last 1 month. Our philosophy in foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ATT Inc which you can use to evaluate future volatility of the firm. Please confirm ATT Inc Mean Deviation of 1.03 and Risk Adjusted Performance of (0.005683) to double-check if risk estimate we provide are consistent with the epected return of 0.0055%. ATT has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 2.3787 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, ATT will likely underperform.. Although it is extremely important to respect ATT Inc historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing ATT Inc technical indicators you can now evaluate if the expected return of 0.0055% will be sustainable into the future. ATT Inc currently shows a risk of 1.2302%. Please confirm ATT Inc Jensen Alpha and Semi Variance to decide if ATT Inc will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

ATT Inc has no correlation between past and present. Overlapping area represents the amount of predictability between ATT time series from September 17, 2017 to October 2, 2017 and October 2, 2017 to October 17, 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 0.0 indicates that just 0.0% of current ATT price fluctuation can be explain by its past prices.
Average Price 36.17
Lagged Average Price 36.17

ATT Lagged Returns

 Regressed Prices 
      Timeline 

ATT Performance vs DOW

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.
October 6, 2017ATT Dividend Paid
Price Growth (%)  
      Timeline 
1
ATT exotic insider transaction detected09/26/2017