Alcoa Buy or Sell Recommendation

    Macroaxis provides Alcoa Corporation buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Alcoa positions. The advice algorithm takes into account all of Alcoa Corporation available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Alcoa buy-and-hold prospective. Check also Alcoa Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

    Investment Horizon

      

    Risk Tolerance

      
    Symbol
    Execute Advice
    Alcoa Corporation -- USA Stock  

    USD 47.77  0.47  0.97%

    Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Alcoa Corporation is 'Strong Hold'.
    For the selected time horizon Alcoa Corporation has a risk adjusted performance of 0.0524, jensen alpha of (0.18), total risk alpha of (0.54), sortino ratio of 0.1084 and treynor ratio of 0.0757
    Macroaxis buy, hold, or sell recommendation tool can be used to complement Alcoa buy or sell advice provided by experts. It analyzes the organization potential to grow against your specific risk preferences and investment horizon. To make sure Alcoa is not overpriced, please confirm all Alcoa fundamentals including its Shares Owned by Insiders, Price to Sales and the relationship between Current Valuation and Price to Earning . Given that Alcoa has Price to Earning of 54.03 times, we suggest you validate Alcoa Corporation 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 Return0.29Value At Risk-1.8811
    Potential Upside2.8139Standard Deviation1.5201
     Return Density 
          Distribution 

    Institutional Investors

    Security TypeSharesValue
    Patten Patten IncCommon Shares69.1 K3.2 M
    Nisa Investment Advisors LlcCommon Shares17.1 K797 K
    First Citizens Bank Trust CoCommon Shares13.6 K632 K
    Confluence Investment Management LlcCommon Shares7.4 K347 K
    Acadian Asset Management LlcCommon Shares5 K233 K
    Hollencrest Securities LlcCommon Shares4.4 K207 K
    Lodestar Investment Counsel LlcCommon Shares4.4 K204 K

    Alcoa Greeks

    α
    Alpha over DOW
    =(0.18) 
    βBeta against DOW= 3.73 
    σ
    Overall volatility
    = 1.52 
     IrInformation ratio = 0.1 

    Alcoa Volatility Alert

    Alcoa Corporation has relatively low volatility with skewness of 0.01 and kurtosis of -0.69. However, we advise all investors to independently investigate Alcoa Corporation to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
        
     Better Than Average     
        
     Worse Than Average Compare Alcoa to competition
    FundamentalsAlcoaPeer Average
    Return On Equity3.26 % (15.17) %
    Return On Asset3.27 % (15.64) %
    Profit Margin1.59 % (5.5) %
    Operating Margin8.4 % (10.91) %
    Current Valuation9.13 B152.14 B
    Shares Outstanding184.34 M1.43 B
    Shares Owned by Insiders7.95 % 6.91 %
    Number of Shares Shorted5.16 M3.24 M
    Price to Earning54.03 times40.69 times
    Price to Book1.48 times14.44 times
    Price to Sales0.84 times17.81 times
    Revenue10.38 B9.85 B
    Gross Profit2.16 B21.75 B
    EBITDA1.6 B1.41 B
    Net Income165 M517.71 M
    Cash and Equivalents954 M3.89 B
    Cash per Share5.18 times5.17 times
    Total Debt1.44 B7.36 B
    Debt to Equity17.5 times0.72 times
    Current Ratio1.37 times3.3 times
    Book Value Per Share32.3 times13.64 times
    Cash Flow from Operations515 M1.25 B
    Short Ratio1.43 times2.09 times
    Earnings Per Share0.88 times2.3 times
    Price to Earnings To Growth(0.29) times1.22 times
    Number of Employees16 K10.67 K
    Beta0.690.34
    Market Capitalization8.75 B29.78 B
    Total Asset16.41 B126.86 B
    Retained Earnings8.83 B38.24 B
    Working Capital162 M3.58 B
    Current Asset2.57 B36.8 B
    Current Liabilities2.4 B33.34 B
    SellBuy
    Strong Hold

    Volatility

    Hype Condition

    Current Valuation

    Odds of Distress

    Economic Sensitivity

    Analyst Consensus

    Piotroski F Score

    Financial Leverage

       Acquisition by Ernesto Zedillo of 384 shares of Alcoa subject to Rule 16b-3 [view details]
    Risk Adjusted Performance0.0524
    Market Risk Adjusted Performance0.0857
    Mean Deviation1.24
    Semi Deviation1.18
    Downside Deviation1.46
    Coefficient Of Variation520.55
    Standard Deviation1.52
    Variance2.31
    Information Ratio0.104
    Jensen Alpha(0.18)
    Total Risk Alpha(0.54)
    Sortino Ratio0.1084
    Treynor Ratio0.0757
    Maximum Drawdown5.5
    Value At Risk(1.88)
    Potential Upside2.81
    Downside Variance2.13
    Semi Variance1.38
    Expected Short fall(1.42)
    Skewness0.0085
    Kurtosis(0.69)

    Current Valuation

    Alcoa Current Valuation Analysis
    Alcoa Corporation is rated fourth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Non-ferrous Metals Production And Products industry is presently estimated at about 84.9 Billion. Alcoa retains roughly 9.13 Billion in current valuation claiming about 11% of all equities under Non-ferrous Metals Production And Products industry.