ATT Performance

ATT Inc -- USA Stock  

USD 36.23  0.06  0.17%

ATT has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 2.3013 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 0.0076% will be sustainable into the future. ATT Inc currently shows a risk of 1.2299%. Please confirm ATT Inc Jensen Alpha and Semi Variance to decide if ATT Inc will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  3,617  in ATT Inc on September 17, 2017 and sell it today you would lose (8)  from holding ATT Inc or give up 0.22% of portfolio value over 30 days. ATT Inc is generating 0.0076% of daily returns and assumes 1.2299% volatility on return distribution over the 30 days horizon. Put is differently, 11% of equities are less volatile than the company and over 99% 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 17.36 times less return on investment than the market. In addition to that, the company is 5.25 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.56 per unit of volatility.

ATT Daily Price Distribution

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 3.11. The daily time series for the period is distributed with a sample standard deviation of 1.19, arithmetic mean of 38.22, and mean deviation of 0.89. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days ATT Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

ATT Sharpe Ratio = 0.0061
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Estimated Market Risk

 1.23
  actual daily
 
 89 %
of total potential
  

Expected Return

 0.01
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average ATT is performing at about 0% 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
Check Dividends