Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Alcoa Inc is 'Strong Hold'
For the selected time horizon Alcoa Inc has a risk adjusted performance of (0.04)
, jensen alpha of (0.34)
, total risk alpha of (0.84)
, sortino ratio of 0.0 and treynor ratio of (0.31)
Macroaxis buy, hold, or sell suggestion module can be used to complement Alcoa buy, hold, or sell recommendation provided by average analyst sentiment
. It analyzes the organization potential to grow using fundamental, technical, data market data available at the time. To make sure Alcoa is not overpriced, please confirm all Alcoa Inc fundamentals including its Profit Margin
, Shares Owned by Insiders
, Price to Book
, as well as the relationship
between Current Valuation
and Number of Shares Shorted
. Given that Alcoa Inc
has Number of Shares Shorted
of 5.01 M, we suggest you validate Alcoa Inc market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.
Returns Distribution Density
|Mean Return||-0.24||Value At Risk||-3.7233|
|Potential Upside||2.4145||Standard Deviation||2.0993|
Alcoa Volatility Alert
Alcoa Inc exhibits ver low volatility with skewness of -0.87 and kurtosis of 2.58. However, we advise investors to further study Alcoa Inc technical indicators to make sure all market info is available and is reliable.