|Horizon||30 Days Login to change|
Alcoa Relative Risk vs. Return LandscapeIf you would invest 4,283 in Alcoa Corporation on September 16, 2018 and sell it today you would lose (679.00) from holding Alcoa Corporation or give up 15.85% of portfolio value over 30 days. Alcoa Corporation is generating negative expected returns and assumes 2.4516% volatility on return distribution over the 30 days horizon. Put differently, 22% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% of equities are expected to be superior in generating returns on investments over the next 30 days.
Alcoa Market Risk Analysis
Sharpe Ratio = -0.2687
Alcoa Relative Performance Indicators