ATT Total Risk Alpha

T -- USA Stock  

Earnings Call : Next Week

ATT total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ATT or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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ATT has current Total Risk Alpha of 0.1968. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
0.1968
ER[a] =   Expected return on investing in ATT
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on ATT
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

ATT is rated second in total risk alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  29.43  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ATT is roughly  29.43 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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