Alcoa Alpha and Beta Analysis

    Alcoa Corporation -- USA Stock  

    USD 42.64  1.25  3.02%

    This module allows you to check different measures of market premium for Alcoa Corporation as well as systematic risk associated with investing in Alcoa over a specified time horizon. Check also Alcoa Backtesting, Alcoa Valuation, Alcoa Correlation, Alcoa Hype Analysis, Alcoa Volatility, Alcoa History and analyze Alcoa Performance
    Investment Horizon     30 Days    Login   to change
    Run Premiums

    Alcoa Market Premiums

    α (average alpha)=0.72    β (beta)=1.32    
    30 days against DJI
    Risk Adjusted Performance  (0.14)Jensen Alpha  (0.78)Total Risk Alpha  (0.98)Sortino Ratio  0.0Treynor Ratio  (0.67)

    Alcoa expected buy-and-hold returns


    Alcoa Market Price Analysis

    Price Series Summation
    Price Series Division
    Inverse Tangent Over Price Movement
    Price Ceiling Movement
    Aroon Oscillator
    Balance Of Power
    Bollinger Bands
    Double Exponential Moving Average
    Belt hold
    Hanging Man

    Alcoa Return and Market Media

    The median price of Alcoa for the period between Tue, Oct 24, 2017 and Thu, Nov 23, 2017 is 46.97 with a coefficient of variation of 6.32. The daily time series for the period is distributed with a sample standard deviation of 2.87, arithmetic mean of 45.45, and mean deviation of 2.63. The Stock received some media coverage during the period.
    Price Growth (%)  
    Acquisition by James Owens of 2078 shares of Alcoa subject t...11/22/2017