ATT Risk Analysis And Volatility

T -- USA Stock  

Trending

We consider ATT very steady. ATT secures Sharpe Ratio (or Efficiency) of 0.0531 which signifies that the organization had 0.0531% 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-one technical indicators for ATT which you can use to evaluate future volatility of the firm. Please confirm ATT Risk Adjusted Performance of 0.0582 and Mean Deviation of 0.8993 to double-check if risk estimate we provide are consistent with the epected return of 0.0672%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

ATT Market Sensitivity

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.
3 Months Beta |Analyze ATT Demand Trend
Check current 30 days ATT correlation with market (DOW)
β = 0.6196

ATT Central Daily Price Deviation

ATT Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of ATT high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only ATT closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

ATT Projected Return Density Against Market

Taking into account the 30 trading days horizon, ATT has beta of 0.6196 . This entails as returns on market go up, ATT average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ATT will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0582 implying that it can potentially generate 0.0582% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of ATT is 1883.61. The daily returns are destributed with a variance of 1.6 and standard deviation of 1.27. The mean deviation of ATT is currently at 0.9. For similar time horizon, the selected benchmark (DOW) has volatility of 0.61
α
Alpha over DOW
=0.06
β
Beta against DOW=0.62
σ
Overall volatility
=1.27
Ir
Information ratio =0.0264

ATT Return Volatility

the firm accepts 1.2652% volatility on return distribution over the 30 days horizon. the entity inherits 0.6001% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

ATT Investment Opportunity

ATT has a volatility of 1.27 and is 2.12 times more volatile than DOW. 11  of all equities and portfolios are less risky than ATT. Compared to the overall equity markets, volatility of historical daily returns of ATT is lower than 11 () of all global equities and portfolios over the last 30 days. Use ATT to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of ATT to be traded at $36.42 in 30 days. . 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.

ATT correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding ATT Inc and equity matching DJI index in the same portfolio.

ATT Current Risk Indicators

ATT Suggested Diversification Pairs

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