## Alcoa Skewness |

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Alcoa Inc has current Skewness of 0.1275. Skewness describes asymmetry of returns from the normal distribution. It can come in the form of negative skewness or positive skewness, depending on whether data points are skewed to the left (negative skew) or to the right (positive skew) of the data average.Symbol | Refresh |

Alcoa |
| = | 0.1275 |

3PM | = | Third upper moment |

STD | = | Standard Deviation of Alcoa |

## Skewness Comparison

**third**in skewness category among related companies. It is rated

**fifth**in maximum drawdown category among related companies reporting about 45.47 of Maximum Drawdown per Skewness. The ratio of Maximum Drawdown to Skewness for Alcoa Inc is roughly 45.47

Skewness risk is the risk that a model assumes a normal distribution of instrument returns when in fact the returns is skewed to the left or right of the mean. A positive skew indicates that the tail on the right side is longer than the left side and the bulk of the values lie to the left of the mean. A zero value indicates that the values are relatively evenly distributed on both sides of the mean, typically (but not necessarily) implying a symmetric distribution.

Compare Alcoa to competition |

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) |