## Alcoa Coefficient Of Variation |

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Alcoa Inc has current Coefficient Of Variation of (362.42). Coefficient of Variation (or CV) is a normalized measure of dispersion of a probability distribution. It is also known as variation coefficient or simply unitized risk. The absolute value of Coefficient of Variation is sometimes called Relative Standard Deviation (or RSD), which is expressed as a percentage.Symbol | Refresh |

Alcoa |
| = | (362.42) |

ER | = | Expected return on investing in Alcoa |

STD | = | Standard Deviation of returns on Alcoa |

## Coefficient Of Variation Comparison

**fourth**in coefficient of variation category among related companies. It is rated

**fifth**in maximum drawdown category among related companies .

CV is the measure of price and return dispersion sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the non-zero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as percentage, in which case the CV is multiplied by 100.Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices and the more riskier is the asset.

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Alcoa Corporationration engages in mining and production of bauxite, alumina, and aluminum products. more

Name | Alcoa Inc |

Analyst Consensus | |

Piotroski F Score | |

Macroaxis Advice | |

Bond Rating | BBB-Acceptable |

Instrument | USA Stock |

Region | North America |

Exchange | New York Stock Exchange |

CIK Number | 01675149.0 |

ISIN | US0138171014 |

CUSIP | None |

New Symbol | ARNC |

## Technical Indicators

All Alcoa Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | (0.07) | ||

Market Risk Adjusted Performance | 0.5118 | ||

Mean Deviation | 1.4 | ||

Coefficient Of Variation | (362.42) | ||

Standard Deviation | 1.75 | ||

Variance | 3.07 | ||

Information Ratio | (0.34) | ||

Jensen Alpha | (0.39) | ||

Total Risk Alpha | (1.11) | ||

Treynor Ratio | 0.5018 | ||

Maximum Drawdown | 5.8 | ||

Value At Risk | (2.89) | ||

Potential Upside | 2.2 | ||

Skewness | 0.1275 | ||

Kurtosis | (0.47) |