ATT Treynor Ratio

ATT Inc -- USA Stock  

USD 35.37  0.67  1.93%

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ATT Inc has current Treynor Ratio of 1.75. The Treynor is reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore the Treynor Ratio is calculated as [(Portfolio return - Risk free return)/Beta].
Treynor Ratio 
ER[a] - RFR 
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

ATT Inc is rated fourth in treynor ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  2.15  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for ATT Inc is roughly  2.16 
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.
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ATT Inc. provides communications and digital entertainment services. The company was formerly known as SBC Communications Inc. and changed its name to ATT Inc. in November 2005. ATT operates under Telecom Services - Domestic classification in USA and traded on BATS Exchange. It employs 254000 people. more
NameATT Inc
CEOBrian LesserView All
Thematic Classifications
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock View All
RegionNorth America
ExchangeBATS Exchange
CIK Number00732717.0
CurrencyUSD - US Dollar