Alcoa Alpha and Beta Analysis Overview

AA -- USA Stock  

USD 48.57  1.12  2.25%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Alcoa Market Premiums

α0.29β0.44
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Alcoa expected buy-and-hold returns

Alcoa Market Price Analysis

Alcoa Return and Market Media

The median price of Alcoa for the period between Mon, Apr 23, 2018 and Wed, May 23, 2018 is 51.99 with a coefficient of variation of 3.22. The daily time series for the period is distributed with a sample standard deviation of 1.67, arithmetic mean of 52.0, and mean deviation of 1.41. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Alcoa Corporation Looking for stock with Analysts Rating05/10/2018
2
Acquisition by Steven Williams of 2224 shares of Alcoa subje...05/15/2018
3
Early Moves to Watch Alcoa Corporation05/18/2018
4
Notable Stocks on the Move ACADIA Pharmaceuticals Inc., , Al...05/23/2018

Current Sentiment - AA

Alcoa Investor Sentiment
Nearly all of Macroaxis users are presently bullish on Alcoa Corporation. What is your sentiment towards investing in Alcoa Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

Alcoa Upcoming Company Events
Upcoming Quarterly ReportApril 10, 2017
Next Earnings ReportJuly 10, 2017

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Check also Alcoa Backtesting, Alcoa Valuation, Alcoa Correlation, Alcoa Hype Analysis, Alcoa Volatility, Alcoa History and analyze Alcoa Performance. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.