ATT (Mexico) Market Value
| T Stock | MXN 510.14 0.13 0.03% |
| Symbol | ATT |
ATT 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to ATT's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of ATT.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in ATT on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding ATT Inc or generate 0.0% return on investment in ATT over 90 days. ATT is related to or competes with First Republic, Micron Technology, Prudential Financial, Ameriprise Financial, Cognizant Technology, Grupo Hotelero, and Samsung Electronics. ATT Inc. provides telecommunication, media, and technology services worldwide More
ATT Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ATT's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ATT Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 5.82 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 2.5 |
ATT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ATT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ATT's standard deviation. In reality, there are many statistical measures that can use ATT historical prices to predict the future ATT's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.5979 |
ATT Inc Backtested Returns
ATT Inc secures Sharpe Ratio (or Efficiency) of -0.0459, which signifies that the company had a -0.0459 % return per unit of risk over the last 3 months. ATT Inc exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ATT's mean deviation of 1.08, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ATT are expected to decrease at a much lower rate. During the bear market, ATT is likely to outperform the market. At this point, ATT Inc has a negative expected return of -0.0648%. Please make sure to confirm ATT's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if ATT Inc performance from the past will be repeated at future time.
Auto-correlation | 0.08 |
Virtually no predictability
ATT Inc has virtually no predictability. Overlapping area represents the amount of predictability between ATT time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. 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 Inc price movement. The serial correlation of 0.08 indicates that barely 8.0% of current ATT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 112.81 |
ATT Inc lagged returns against current returns
Autocorrelation, which is ATT stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting ATT's stock expected returns. We can calculate the autocorrelation of ATT returns to help us make a trade decision. For example, suppose you find that ATT has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
ATT regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If ATT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ATT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ATT stock over time.
Current vs Lagged Prices |
| Timeline |
ATT Lagged Returns
When evaluating ATT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ATT stock have on its future price. ATT autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, ATT autocorrelation shows the relationship between ATT stock current value and its past values and can show if there is a momentum factor associated with investing in ATT Inc.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for ATT Stock Analysis
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.