ATT Backtesting

T -- USA Stock  

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With this equity back-testing module your can estimate the performance of a buy and hold strategy of ATT and determine expected loss or profit from investing in ATT over given investment horizon. Also please take a look at ATT Hype Analysis, ATT Correlation, ATT Valuation, ATT Volatility as well as analyze ATT Alpha and Beta and ATT Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

ATT 'What if' Analysis

August 20, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
November 18, 2019
0.00
If you would invest  0.00  in ATT on August 20, 2019 and sell it all today you would earn a total of 0.00 from holding ATT or generate 0.0% return on investment in ATT over 90 days. ATT is related to or competes with Verizon Communications, Telephone And, Zayo Group, Liberty Broadband, SBA Communications, and T Mobile. ATT Inc. provides telecommunication, media, and technology services worldwide

ATT Upside/Downside Indicators

Downside Deviation0.994
Information Ratio0.0695
Maximum Drawdown5.52
Value At Risk(1.22)
Potential Upside2.05

ATT Market Premium Indicators

Risk Adjusted Performance0.1457
Jensen Alpha0.126
Total Risk Alpha0.0088
Sortino Ratio0.079
Treynor Ratio0.3285

ATT Backtested Returns

We consider ATT very steady. ATT secures Sharpe Ratio (or Efficiency) of 0.1677 which signifies that the organization had 0.1677% of return per unit of risk over the last 3 months. Our philosophy in foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for ATT which you can use to evaluate future volatility of the firm. Please confirm ATT Mean Deviation of 0.8431 and Risk Adjusted Performance of 0.1457 to double-check if risk estimate we provide are consistent with the epected return of 0.1853%. ATT has performance score of 11 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.6349 which signifies that as returns on market increase, ATT returns are expected to increase less than the market. However during bear market, the loss on holding ATT will be expected to be smaller as well. Although it is extremely important to respect ATT historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing ATT technical indicators you can now evaluate if the expected return of 0.1853% will be sustainable into the future. ATT currently shows a risk of 1.1045%. Please confirm ATT Sortino Ratio, Semi Variance as well as the relationship between Semi Variance and Rate Of Daily Change to decide if ATT will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.52 
correlation synergy

Modest predictability

ATT has modest predictability. Overlapping area represents the amount of predictability between ATT time series from August 20, 2019 to October 4, 2019 and October 4, 2019 to November 18, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ATT price movement. The serial correlation of 0.52 indicates that about 52.0% of current ATT price fluctuation can be explain by its past prices.
Correlation Coefficient0.52
Spearman Rank Test0.68
Residual Average0.0
Price Variance0.69

ATT lagged returns against current returns

 Current and Lagged Values 
      Timeline 

ATT regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

ATT Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at ATT Hype Analysis, ATT Correlation, ATT Valuation, ATT Volatility as well as analyze ATT Alpha and Beta and ATT Performance. Please also try Equity Search module to search for activelly-traded equities including funds and etfs from over 30 global markets.
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