ATT Backtesting

ATT Inc -- USA Stock  

USD 37.74  0.3  0.79%

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

November 14, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 14, 2017
0.00
If you would invest  0.00  in ATT on November 14, 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 not too risky given 1 month investment horizon. ATT Inc secures Sharpe Ratio (or Efficiency) of 0.3819 which signifies that ATT Inc had 0.3819% 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. By analyzing ATT Inc technical indicators you can now evaluate if the expected return of 0.5221% is justified by implied risk. Please makes use of ATT Inc Mean Deviation of 1.1 and Risk Adjusted Performance of 0.1981 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 ATT holds performance score of 25. The firm shows Beta (market volatility) of 1.0561 which signifies that ATT returns are very sensitive to returns on the market. as market goes up or down, ATT is expected to follow.. Although it is vital to follow to ATT Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. 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. We have found twenty technical indicators for ATT Inc which you can use to evaluate performance of the firm. Please makes use of ATT Inc Treynor Ratio and Expected Short fall to make a quick decision on weather ATT price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.76 

Good predictability

ATT Inc has good predictability. Overlapping area represents the amount of predictability between ATT time series from November 14, 2017 to November 29, 2017 and November 29, 2017 to December 14, 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 0.76 indicates that around 76.0% of current ATT price fluctuation can be explain by its past prices.
Correlation Coefficient 0.76
Spearman Rank Test 0.6
Price Variance 0.43
Lagged Price Variance 0.52

ATT Lagged Returns

 Regressed Prices 
      Timeline 

ATT Performance vs DOW

The median price of ATT for the period between Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 36.17 with a coefficient of variation of 3.79. The daily time series for the period is distributed with a sample standard deviation of 1.36, arithmetic mean of 35.83, and mean deviation of 1.18. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
ATT exotic insider transaction detected12/14/2017