Alcoa Alpha and Beta Analysis Overview

AA -- USA Stock  

USD 41.45  0.57  1.39%

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

α0.7β2.25
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.72

Total Risk Alpha  

0.98

Sortino Ratio  

0.0

Treynor Ratio  

0.26

Alcoa expected buy-and-hold returns

Alcoa Market Price Analysis

Alcoa Return and Market Media

The median price of Alcoa for the period between Wed, Jul 18, 2018 and Fri, Aug 17, 2018 is 42.72 with a coefficient of variation of 3.74. The daily time series for the period is distributed with a sample standard deviation of 1.6, arithmetic mean of 42.87, and mean deviation of 1.09. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Reis, Inc. Analysts See 0.01 EPS Alcoa SI Decreased By 5.8107/30/2018
2
Acquisition by Carol Roberts of 2224 shares of Alcoa subject...08/03/2018
3
Analyst Stock Ratings Alcoa Corporation , Kopin Corporation08/09/2018
4
Is this stock is Attractive Alcoa Corporation08/13/2018
5
Notable Stock to Watch Alcoa Corporation08/16/2018

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 Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.