## ATT Treynor Ratio |

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

Symbol | Refresh |

ATT |
| = | 0.6794 |

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

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

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

## Treynor Ratio Comparison

**second**in treynor ratio category among related companies. It is rated

**second**in maximum drawdown category among related companies reporting about 11 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for ATT Inc is roughly 11

This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.

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 |