## Alcoa Coefficient Of Variation |

AA -- USA Stock | ## USD 36.19 0.85 2.41% |

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Symbol | Refresh |

Alcoa |
| = | 557.74 |

ER | = | Expected return on investing in Alcoa |

STD | = | Standard Deviation of returns on Alcoa |

## Coefficient Of Variation Comparison

Alcoa Corporation is rated

**third**in coefficient of variation category among related companies. It is rated**below average**in maximum drawdown category among related companies reporting about 0.0035 of Maximum Drawdown per Coefficient Of Variation. The ratio of Coefficient Of Variation to Maximum Drawdown for Alcoa Corporation is roughly 284.64Coefficient Of Variation | ... |

Compare Alcoa to competition |

## Thematic Opportunities

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## Alcoa Technical Signals

### All Alcoa Technical Indicators

Cycle Indicators | |

Math Operators | |

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Pattern Recognition | |

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Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.1748 | ||

Market Risk Adjusted Performance | 0.5802 | ||

Mean Deviation | 0.1496 | ||

Coefficient Of Variation | 557.74 | ||

Standard Deviation | 0.3713 | ||

Variance | 0.1378 | ||

Information Ratio | 0.3234 | ||

Jensen Alpha | 0.0629 | ||

Total Risk Alpha | 0.0784 | ||

Treynor Ratio | 0.5702 | ||

Maximum Drawdown | 1.96 | ||

Potential Upside | 0.0 | ||

Skewness | 4.52 | ||

Kurtosis | 21.01 |

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