Alcoa Risk Analysis

Alcoa Corporation -- USA Stock  

USD 56.99  0.96  1.71%

Our philosophy in foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Alcoa Corporation which you can use to evaluate future volatility of the firm. Please confirm Alcoa to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Alcoa Technical Analysis

Transformation
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Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Alcoa has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Alcoa are completely uncorrelated. Furthermore, Alcoa CorporationIt does not look like Alcoa alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Alcoa Corporation accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3802% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Total Debt

Alcoa Total Debt History

Total Debt

Investment Outlook

Alcoa Investment Opportunity
DOW has a standard deviation of returns of 0.38 and is 9.223372036854776E16 times more volatile than Alcoa Corporation. 0% of all equities and portfolios are less risky than Alcoa. Compared to the overall equity markets, volatility of historical daily returns of Alcoa Corporation is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Alcoa Current Risk Indicators