ATT Stock Alpha and Beta Analysis

T
 Stock
  

USD 18.43  0.01  0.05%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ATT Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in ATT over a specified time horizon. Remember, high ATT's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Additionally, take a look at ATT Backtesting, ATT Valuation, ATT Correlation, ATT Hype Analysis, ATT Volatility, ATT History and analyze ATT Performance.
  
Please note that although ATT alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, ATT did 0.14  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of ATT Inc stock's relative risk over its benchmark. ATT Inc has a beta of 0.67  . Let's try to break down what ATT's beta means in this case. As returns on the market increase, ATT returns are expected to increase less than the market. However, during the bear market, the loss on holding ATT will be expected to be smaller as well.
ATT Enterprise Value over EBIT is comparatively stable at the moment as compared to the past year. ATT reported Enterprise Value over EBIT of 13.50 in 2021. Price to Book Value is likely to gain to 2.46 in 2022, whereas Enterprise Value is likely to drop slightly above 271.5 B in 2022.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

271.5 Billion

ATT Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ATT market risk premium is the additional return an investor will receive from holding ATT long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in ATT. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate ATT's performance over market.
α-0.14   β0.67
90 days against DJI

ATT expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of ATT's Buy-and-hold return. Our buy-and-hold chart shows how ATT performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

ATT Market Price Analysis

Market price analysis indicators help investors to evaluate how ATT stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ATT shares will generate the highest return on investment. By understating and applying ATT stock market price indicators, traders can identify ATT position entry and exit signals to maximize returns.

ATT Return and Market Media

The median price of ATT for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 20.33 with a coefficient of variation of 5.34. The daily time series for the period is distributed with a sample standard deviation of 1.06, arithmetic mean of 19.8, and mean deviation of 0.96. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Better Tech Dividend Stock ATT vs. Cisco - The Motley Fool05/25/2022
2
Acquisition by Stephen Luczo of 16881 shares of ATT subject ...05/31/2022
3
IBM Ordered To Pay 1.6 Bln To BMC Software In ATT Case - Nas...06/01/2022
4
ATT exotic insider transaction detected06/02/2022
5
ATT exotic insider transaction detected06/08/2022
6
ATT Inc. stock outperforms competitors on strong trading day...06/17/2022
7
ATT Declares Dividends on Common and Preferred Shares - Busi...06/28/2022
8
EPS Estimate06/30/2022
9
ATT exotic insider transaction detected07/05/2022
10
ATT exotic insider transaction detected07/08/2022
11
CAPITAL ADVISORS INCOK Buys 3 - GuruFocus.com07/15/2022
12
Earnings Previews American Airlines, ATT, DR Horton, Freepor...07/19/2022
13
EPS Reported07/21/2022
14
Acquisition by Taylor Cindy B of 3791 shares of ATT subject ...07/29/2022
15
ATT exotic insider transaction detected08/02/2022
16
EPS Estimate08/12/2022
17
ATT Stock No Growth, High Debt, A Value Trap - Seeking Alpha08/16/2022

About ATT Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including ATT or other stocks. Alpha measures the amount that position in ATT Inc has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2020 2022 (projected)
Long Term Debt to Equity0.820.950.83
Interest Coverage3.320.814.15

ATT Upcoming Company Events

As portrayed in its financial statements, the presentation of ATT's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ATT's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ATT's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ATT. Please utilize our Beneish M Score to check the likelihood of ATT's management manipulating its earnings.
Upcoming Quarterly Report26th of January 2022
Next Financial Report28th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End26th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with ATT

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at ATT Backtesting, ATT Valuation, ATT Correlation, ATT Hype Analysis, ATT Volatility, ATT History and analyze ATT Performance. Note that the ATT Inc information on this page should be used as a complementary analysis to other ATT's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

Complementary Tools for ATT Stock analysis

When running ATT Inc price analysis, check to measure ATT's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ATT is operating at the current time. Most of ATT's value examination focuses on studying past and present price action to predict the probability of ATT's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ATT's price. Additionally, you may evaluate how the addition of ATT to your portfolios can decrease your overall portfolio volatility.
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ATT technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of ATT technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ATT trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...