ATT Total Risk Alpha
| T Stock | | | USD 28.87 0.11 0.38% |
Observed values used in the Total Risk Alpha indicator for AT&T Inc are included in this dataset. Data coverage may vary across sources and reporting intervals. AT&T has a market cap of 204.67 B, operating margin of 18.42%, current ratio of 0.62. Portfolio-level context is available through
World Market Map. AT&T Inc can be evaluated within a portfolio framework for weight and risk impact. This enables performance tracking across the full position set. Broader economic conditions can influence ATT Inc's company valuation — related indicators include
signals in population.
ATT Inc has current Total Risk Alpha of 0.3992. 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] |
| = | 0.3992 | |
| 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 Peers Comparison
Total Risk Alpha Relative To Other Indicators
ATT Inc maintains a
fifth standing in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
21.36 of Maximum Drawdown per Total Risk Alpha. For ATT Inc, Maximum Drawdown stands at
21.36 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare ATT to Peers
Other Technical Indicators