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

    Execute Advice
    Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Alcoa Corporation is 'Strong Sell'.
    For the selected time horizon Alcoa Corporation has a mean deviation of 1.73, semi deviation of 1.96, standard deviation of 2.23, variance of 4.99, downside variance of 4.64 and semi variance of 3.85
    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 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 has Number of Shares Shorted of 4.05 M, 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 Return0.02Value At Risk-2.8941
    Potential Upside4.1733Standard Deviation2.2335
     Return Density 

    Alcoa Greeks

    Alpha over DOW
    = 0.11 
    βBeta against DOW=(2.58) 
    Overall volatility
    = 2.18 
     IrInformation ratio =(0.01) 

    Alcoa Volatility Alert

    Alcoa Corporation currently demonstrates below average downside deviation of 2.15. It has Information Ratio of -0.01 and Jensen Alpha of 0.11. 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 Equity1.77 % (15.17) %
    Return On Asset2.72 % (15.64) %
    Profit Margin0.36 % (5.50) %
    Operating Margin7.40 % (10.91) %
    Current Valuation20.47 B152.14 B
    Shares Outstanding184.24 M1.43 B
    Shares Owned by Insiders0.13 % 6.91 %
    Shares Owned by Institutions62.50 % 18.37 %
    Number of Shares Shorted4.05 M3.24 M
    Price to Earning0.97 times40.69 times
    Price to Book1.01 times14.44 times
    Price to Sales0.58 times17.81 times
    Revenue9.84 B9.85 B
    Gross Profit2.16 B21.75 B
    EBITDA1.45 B1.41 B
    Net Income35 M517.71 M
    Cash and Equivalents804 M3.89 B
    Cash per Share4.36 times5.17 times
    Total Debt1.45 B7.36 B
    Debt to Equity17.70 times0.72 times
    Current Ratio1.30 times3.30 times
    Book Value Per Share31.89 times13.64 times
    Cash Flow from Operations122 M1.25 B
    Short Ratio1.03 times2.09 times
    Earnings Per Share0.19 times2.30 times
    Price to Earnings To Growth(0.20) times1.22 times
    Number of Employees16 K10.67 K
    Market Capitalization5.73 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
    Strong Sell

    Hype Condition

    Current Valuation

    Odds of Distress

    Economic Sensitivity

    Analyst Consensus

    Piotroski F Score

    Financial Leverage

       Acquisition by Mary Citrino of 3775 shares of Alcoa subject to Rule 16b-3 [view details]
    Risk Adjusted Performance0.0111
    Market Risk Adjusted Performance0.0068
    Mean Deviation1.73
    Semi Deviation1.96
    Downside Deviation2.15
    Coefficient Of Variation12278.15
    Standard Deviation2.23
    Information Ratio(0.01)
    Jensen Alpha0.1109
    Total Risk Alpha(0.29)
    Sortino Ratio(0.01)
    Treynor Ratio(0.0032)
    Maximum Drawdown5.8
    Value At Risk(2.89)
    Potential Upside4.17
    Downside Variance4.64
    Semi Variance3.85
    Expected Short fall(2.14)

    Current Valuation

    Alcoa Current Valuation Analysis
    Alcoa Corporation is rated third 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 78.94 Billion. Alcoa totals roughly 20.47 Billion in current valuation claiming about 26% of all equities under Non-ferrous Metals Production And Products industry.