ATT Backtesting

ATT Inc -- USA Stock  

USD 36.00  0.34  0.94%

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
 Time Horizon     30 Days    Login   to change

ATT 'What if' Analysis

February 19, 2018
No Change 0.00  0.0%
In 31 days
March 21, 2018
If you would invest  0.00  in ATT on February 19, 2018 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. provides communications and digital entertainment services

ATT Upside/Downside Indicators


ATT Market Premium Indicators

ATT Inc lagged returns against current returns

 Current and Lagged Values 

ATT regressed lagged prices vs. current prices

 Current vs Lagged Prices 

ATT Inc Backtested Returns

Macroaxis considers ATT to be not too risky. ATT Inc secures Sharpe Ratio (or Efficiency) of -0.0985 which signifies that ATT Inc had -0.0985% 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-one 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 0.7489 and Risk Adjusted Performance of 0.10 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 -0.37 which signifies that as returns on market increase, returns on owning ATT are expected to decrease at a much smaller rate. During bear market, ATT is likely to outperform the market.. 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 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 Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. ATT Inc has expected return of -0.092%. Please be advised to confirm ATT Inc Standard Deviation as well as the relationship between Value At Risk and Kurtosis to decide if ATT Inc past performance will be repeated at future time.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.14 

Insignificant predictability

ATT Inc has insignificant predictability. Overlapping area represents the amount of predictability between ATT time series from February 19, 2018 to March 6, 2018 and March 6, 2018 to March 21, 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 Inc price movement. The serial correlation of 0.14 indicates that less than 14.0% of current ATT price fluctuation can be explain by its past prices.
Correlation Coefficient 0.14
Spearman Rank Test 0.16
Price Variance 0.08
Lagged Price Variance 0.14

ATT Lagged Returns

 Regressed Prices 

ATT Performance vs DOW

The median price of ATT for the period between Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 36.87 with a coefficient of variation of 1.15. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 36.76, and mean deviation of 0.34. The Stock received some media coverage during the period.
 Price Growth (%)  
ATT exotic insider transaction detected03/01/2018
ATT exotic insider transaction detected03/21/2018