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

    Time Horizon

    Risk Tolerance

    Symbol
    Execute Advice
    Alcoa Corporation -- USA Stock  

    USD 52.98  0.02  0.0377%

    Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Alcoa Corporation is 'Cautious Hold'.
    For the selected time horizon Alcoa Corporation has a mean deviation of 2.11, semi deviation of 2.11, standard deviation of 2.8, variance of 7.86, downside variance of 7.9 and semi variance of 4.47
    Macroaxis buy, hold, or sell suggestion module provides unbiased buy, hold, or sell recommendation that can be used to complement current average analyst sentiment on Alcoa Corporation. Our buy, hold, or sell suggestion engine ##verb4## current market data to analyse the corporation potential to grow from the prospective of investors risk tolerance and investing 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 45.69 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 Return1.03Value At Risk1.45
    Potential Upside4.6Standard Deviation2.8
     Return Density 
          Distribution 

    Alcoa Greeks

    α
    Alpha over DOW
    =1.79
    β
    Beta against DOW=2.74
    σ
    Overall volatility
    =2.41
    Ir
    Information ratio =0.27

    Alcoa Volatility Alert

    Alcoa Corporation currently demonstrates below average downside deviation of 2.81. It has Information Ratio of 0.27 and Jensen Alpha of 1.79. However, we do advice investors to further question Alcoa Corporation expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
        
     Better Than Average     
        
     Worse Than Average Compare Alcoa to competition
    FundamentalsAlcoaPeer Average
    Return On Equity7.72 % (15.17) %
    Return On Asset5.53 % (15.64) %
    Profit Margin1.86 % (5.5) %
    Operating Margin12.99 % (10.91) %
    Current Valuation10.65 B152.14 B
    Shares Outstanding185.02 M1.43 B
    Shares Owned by Insiders6.75 % 6.91 %
    Number of Shares Shorted7.49 M3.24 M
    Price to Earning45.69 times40.69 times
    Price to Book2.17 times14.44 times
    Price to Sales0.84 times17.81 times
    Revenue11.65 B9.85 B
    Gross Profit1.43 B21.75 B
    EBITDA2.27 B1.41 B
    Net Income217 M517.71 M
    Cash and Equivalents1.36 B3.89 B
    Cash per Share7.34 times5.17 times
    Total Debt1.4 B7.36 B
    Debt to Equity20.6 % 0.72 %
    Current Ratio1.3 times3.3 times
    Book Value Per Share24.42 times13.64 times
    Cash Flow from Operations1.22 B1.25 B
    Short Ratio1.86 times2.09 times
    Earnings Per Share1.16 times2.3 times
    Price to Earnings To Growth(0.28) times1.22 times
    Number of Employees16 K10.67 K
    Beta0.690.34
    Market Capitalization9.81 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
    Cautious Hold

    Hype Condition

    Current Valuation

    Odds of Distress

    Economic Sensitivity

    Analyst Consensus

    Piotroski F Score

    Financial Leverage

       Acquisition by Steven Williams of 548 shares of Alcoa subject to Rule 16b-3 [view details]
    Risk Adjusted Performance0.1675
    Market Risk Adjusted Performance(0.36)
    Mean Deviation2.11
    Semi Deviation2.11
    Downside Deviation2.81
    Coefficient Of Variation271.09
    Standard Deviation2.8
    Variance7.86
    Information Ratio0.2655
    Jensen Alpha1.79
    Total Risk Alpha(0.8)
    Sortino Ratio0.2648
    Treynor Ratio(0.37)
    Maximum Drawdown7.34
    Value At Risk(1.45)
    Potential Upside4.6
    Downside Variance7.9
    Semi Variance4.47
    Expected Short fall(2.75)
    Skewness(0.74)
    Kurtosis1.98

    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 101.5 Billion. Alcoa retains roughly 10.65 Billion in current valuation claiming about 10% of all equities under Non-ferrous Metals Production And Products industry.