Alcoa Semi Deviation

    Alcoa Corporation -- USA Stock  

    USD 45.38  0.090000  0.20%

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    Alcoa Corporation has current Semi Deviation of 1.65. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
    Alcoa 
    Semi Deviation 
    =  
    SQRT(SV) 
     = 
    1.65
    SQRT =   Square root notation
    SV =   Alcoa semi variance of returns over selected period

    Semi Deviation Comparison

    Alcoa Corporation is rated second in semi deviation category among related companies. It is rated second in maximum drawdown category among related companies reporting about  4.47  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Alcoa Corporation is roughly  4.47 
    Semideviation is the square root of semi variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
    Compare Alcoa to competition
    Alcoa Corporationration engages in mining and production of bauxite, alumina, and aluminum products. more
    NameAlcoa Corporation
    Analyst Consensus
    Piotroski F Score
    Macroaxis Advice
    Bond Rating
    InstrumentUSA Stock Stocks Directory
    RegionNorth America
    ExchangeNew York Stock Exchange
    CIK Number01675149.0
    ISINUS0138721065
    CUSIP013872106
    New SymbolARNC
    CurrencyUSD - US Dollar