## Alcoa Mean Deviation |

AA -- USA Stock | ## USD 41.56 1.24 3.08% |

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Symbol | Refresh |

Alcoa |
| = | 1.93 |

SUM | = | Summation notation |

RET DEV | = | Sum of return deviations of Alcoa |

N | = | Number of calculation points for selected time horizon |

## Mean Deviation Comparison

Alcoa Corporation is rated

**below average**in mean deviation category among related companies. It is rated**second**in maximum drawdown category among related companies reporting about 8.71 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for Alcoa Corporation is roughly 8.71Mean Deviation | ... |

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## Thematic Opportunities

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## 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 | 0.06 | ||

Market Risk Adjusted Performance | 0.63 | ||

Mean Deviation | 1.93 | ||

Coefficient Of Variation | 706.62 | ||

Standard Deviation | 3.31 | ||

Variance | 10.98 | ||

Information Ratio | 0.17 | ||

Jensen Alpha | 0.55 | ||

Total Risk Alpha | 1.14 | ||

Treynor Ratio | 0.64 | ||

Maximum Drawdown | 16.82 | ||

Value At Risk | 2.98 | ||

Potential Upside | 2.44 | ||

Skewness | 2.93 | ||

Kurtosis | 11.25 |