Aluminum risk analysis

Use Aluminum Corporation Of China Limited risk analysis within your existing portfolios mixed with equities fromn New York Stock Exchange to protect against small markets fluctuations as well as to determine Stock diversification method that is right for you.  Build Portfolio

Projected Return Density against Market

Considering 30-days investment horizon, the stock has beta cooficient of 1.51 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Aluminum will likely underperform. In addition to that, Aluminum Corporation Of China Limited has alpha of 1.51 implying that it can potentially generate 1.51% excess return over S&P 500 after adjusting for the inherited market risk (beta).Considering 30-days investment horizon, the coefficient of variation of Aluminum is 473.65. The daily returns are destributed with a variance of 7.85 and standard deviation of 2.8. The mean deviation of Aluminum Corporation Of China Limited is currently at 2.08. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.54

	(alpha)	=	1.51	Details
	(beta)	=	1.51	Details
	(volatility)	=	2.80	Details

Actual Return Volatility

Aluminum Corporation Of China Limited has volatility of 2.8% on return distribution over 30 days investment horizon. S&P 500 shows 0.54% volatility of returns over 30 trading days.