Alcoa Alpha and Beta Analysis

    Alcoa Corporation -- USA Stock  

    USD 47.50  2.12  4.67%

    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)=0.19    β (beta)=2.26    
    30 days against DJI
    Risk Adjusted Performance  0.0986Jensen Alpha  0.2418Total Risk Alpha  (0.067286)Sortino Ratio  0.1622Treynor Ratio  0.2114

    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 Thu, Aug 24, 2017 and Sat, Sep 23, 2017 is 44.65 with a coefficient of variation of 3.84. The daily time series for the period is distributed with a sample standard deviation of 1.69, arithmetic mean of 44.1, and mean deviation of 1.36. The Stock received some media coverage during the period.
    Price Growth (%)  
    Discretionary transaction by Jeffrey Heeter of 6194 shares o...08/30/2017
    Better Buy Alcoa Inc. vs. Wheaton Precious Metals09/21/2017