ATT Risk Analysis

ATT Inc -- USA Stock  

USD 35.69  0.15  0.42%

We consider ATT not too risky. ATT Inc secures Sharpe Ratio (or Efficiency) of 0.0061 which signifies that ATT Inc had 0.0061% 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 0.9789 and Risk Adjusted Performance of (0.04676) to double-check if risk estimate we provide are consistent with the epected return of 0.0071%.
Investment Horizon     30 Days    Login   to change

ATT Market Sensitivity

ATT returns are very sensitive to returns on the market. As market goes up or down, ATT is expected to follow.
One Month Beta |Analyze ATT Inc Demand Trend
Check current 30 days ATT correlation with market (DOW)
β = 1.0203
ATT llmost one BetaATT Inc Beta Legend

Projected Return Density Against Market

Taking into account the 30 trading days horizon, the stock has beta coefficient of 1.0203 . This entails ATT Inc market returns are very sensitive to returns on the market. As the market benchmark goes up or down, ATT is expected to follow. Additionally, ATT Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of ATT is 16494.47. The daily returns are destributed with a variance of 1.36 and standard deviation of 1.17. The mean deviation of ATT Inc is currently at 0.72. For similar time horizon, the selected benchmark (DOW) has volatility of 0.27
α
Alpha over DOW
=(0.52) 
βBeta against DOW= 1.02 
σ
Overall volatility
= 1.17 
 IrInformation ratio =(0.33) 

Actual Return Volatility

ATT Inc accepts 1.1671% volatility on return distribution over the 30 days horizon. DOW inherits 0.2695% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ATT Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Close to average

30 Days Economic Sensitivity

Almost mirrors market

Total Debt

ATT Inc Total Debt History

Total Debt

Largest Trends

ATT Largest Period Trend

Investment Outlook

ATT Investment Opportunity
ATT Inc has a volatility of 1.17 and is 4.33 times more volatile than DOW. 11% of all equities and portfolios are less risky than ATT. Compared to the overall equity markets, volatility of historical daily returns of ATT Inc is lower than 11 (%) of all global equities and portfolios over the last 30 days. Use ATT Inc to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of ATT to be traded at $37.47 in 30 days. ATT returns are very sensitive to returns on the market. As market goes up or down, ATT is expected to follow.

ATT correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding ATT Inc and equity matching DJI index in the same portfolio.