ATT Performance

ATT Inc -- USA Stock  

USD 37.74  0.5  1.31%

On a scale of 0 to 100 ATT holds performance score of 24. The firm shows Beta (market volatility) of 1.1901 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 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.
Investment Horizon     30 Days    Login   to change

ATT Inc Relative Risk vs. Return Landscape

If you would invest  3,451  in ATT Inc on November 17, 2017 and sell it today you would earn a total of  373  from holding ATT Inc or generate 10.81% return on investment over 30 days. ATT Inc is generating 0.5237% of daily returns and assumes 1.3963% volatility on return distribution over the 30 days horizon. Put is differently, 13% of equities are less volatile than the company and over 91% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, ATT Inc is expected to generate 3.11 times more return on investment than the market. However, the company is 3.11 times more volatile than its market benchmark. It trades about 0.38 of its potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of risk.

ATT Daily Price Distribution

The median price of ATT for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 36.38 with a coefficient of variation of 3.79. The daily time series for the period is distributed with a sample standard deviation of 1.37, arithmetic mean of 36.04, and mean deviation of 1.16. The Stock received some media coverage during the period.
24 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ATT Inc are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

ATT Sharpe Ratio = 0.375
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Estimated Market Risk

 1.4
  actual daily
 
 87 %
of total potential
  

Expected Return

 0.52
  actual daily
 
 9 %
of total potential
  

Risk-Adjusted Return

 0.38
  actual daily
 
 24 %
of total potential
  
Based on monthly moving average ATT is performing at about 24% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ATT by adding it to a well-diversified portfolio.

Dividends

ATT Inc Dividends Analysis
Check ATT Inc dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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