Att Inc Stock Alpha and Beta Analysis

T Stock  USD 17.52  0.12  0.69%   
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. Key technical indicators related to ATT's market risk premium analysis include:
Beta
0.28
Alpha
0.0371
Risk
0.95
Sharpe Ratio
0.0805
Expected Return
0.0766
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., NYSE Composite index.) So in this particular case, ATT did 0.04  better 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 0.28  . As returns on the market increase, ATT's returns are expected to increase less than the market. However, during the bear market, the loss of holding ATT is expected to be smaller as well. Book Value Per Share is likely to drop to 10.66 in 2024. Tangible Book Value Per Share is likely to gain to -10.97 in 2024.

ATT Quarterly Cash And Equivalents

2.82 Billion

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.
  
Check out ATT Backtesting, ATT Valuation, ATT Correlation, ATT Hype Analysis, ATT Volatility, ATT History and analyze ATT Performance.

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.
α0.04   β0.28

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 Wed, Feb 21, 2024 and Tue, May 21, 2024 is 16.89 with a coefficient of variation of 1.97. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 16.85, and mean deviation of 0.26. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
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ATT dividend paid on 1st of May 2024
05/01/2024
3
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4
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5
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7
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05/17/2024
8
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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.
 2021 2022 2023 2024 (projected)
Dividend Yield0.110.07470.06750.0479
Price To Sales Ratio0.791.090.981.73

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.
18th of April 2024
Upcoming Quarterly Report
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24th of July 2024
Next Financial Report
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31st of March 2024
Next Fiscal Quarter End
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22nd of January 2025
Next Fiscal Year End
View
31st of December 2023
Last Quarter Report
View
31st of December 2023
Last Financial Announcement
View

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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Align your risk with return expectations

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
When determining whether ATT Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ATT's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Att Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Att Inc Stock:

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When running ATT's 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 the 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...