T Risk Analysis And Volatility Evaluation

T -- USA Stock  

USD 32.00  0.31  0.98%

Macroaxis considers T to be not too volatile. T owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0804 which indicates T had -0.0804% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring 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. T exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate T Coefficient Of Variation of 2,384 and Risk Adjusted Performance of 0.01 to confirm risk estimate we provide.
 Time Horizon     30 Days    Login   to change

T Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. T Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Taking into account the 30 trading days horizon, T has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and T are completely uncorrelated. Furthermore, TIt does not look like T alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of T is -1244.44. The daily returns are destributed with a variance of 3.26 and standard deviation of 1.8. The mean deviation of T is currently at 1.21. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.80
Ir
Information ratio =0.04

Actual Return Volatility

T accepts 1.8046% volatility on return distribution over the 30 days horizon. DOW inherits 0.5982% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

T Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Close to average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

T Investment Opportunity
T has a volatility of 1.8 and is 3.0 times more volatile than DOW. 16% of all equities and portfolios are less risky than T. Compared to the overall equity markets, volatility of historical daily returns of T is lower than 16 (%) of all global equities and portfolios over the last 30 days.

Total Debt

T Total Debt History

Total Debt

Also please take a look at World Market Map. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.