## ATT Jensen Alpha |

ATT Inc -- USA Stock | ## USD 35.71 0.17 0.48% |

Symbol | Refresh |

ATT |
| = | (0.26) |

ER[a] | = | Expected return on investing in ATT |

ER[b] | = | Expected return on market index or selected benchmark |

BETA | = | Beta coefficient between ATT and the market |

RFR | = | Risk Free Rate of return. Typically T-Bill Rate |

## Jensen Alpha Comparison

**below average**in jensen alpha category among related companies. It is rated

**second**in maximum drawdown category among related companies .

Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return - Risk Free Rate)]. Anything remaining over and above is alpha.

Compare ATT to competition |

ATT Inc

ATT Inc. offer telecommunications and digital entertainment services. more

Name | ATT Inc |

Analyst Consensus | |

Piotroski F Score | |

Macroaxis Advice | |

Bond Rating | BBB+Good |

Instrument | USA Stock Stocks Directory |

Region | North America |

Exchange | New York Stock Exchange |

CIK Number | 00732717.0 |

ISIN | US00206R1023 |

CUSIP | 00206R102 |

Currency | USD - US Dollar |

## Technical Indicators

All ATT Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | (0.044376) | ||

Market Risk Adjusted Performance | 0.6894 | ||

Mean Deviation | 0.9789 | ||

Coefficient Of Variation | (492.72) | ||

Standard Deviation | 1.57 | ||

Variance | 2.45 | ||

Information Ratio | (0.3) | ||

Jensen Alpha | (0.26) | ||

Total Risk Alpha | (1.17) | ||

Treynor Ratio | 0.6794 | ||

Maximum Drawdown | 7.47 | ||

Value At Risk | (2.33) | ||

Potential Upside | 1.32 | ||

Skewness | (2.56) | ||

Kurtosis | 8.74 |