## Alcoa Standard Deviation |

AA -- USA Stock | ## USD 38.60 0.25 0.65% |

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Symbol | Refresh |

Alcoa |
| = | 0.7954 |

SQRT | = | Square root notation |

V | = | Variance of Alcoa returns |

## Standard Deviation Comparison

Alcoa Corporation is rated

**below average**in standard deviation category among related companies. It is rated**below average**in maximum drawdown category among related companies reporting about 4.02 of Maximum Drawdown per Standard Deviation. The ratio of Maximum Drawdown to Standard Deviation for Alcoa Corporation is roughly 4.02Standard Deviation | ... |

Compare Alcoa to competition |

## Thematic Opportunities

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## Alcoa Technical Signals

### 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 | 0.3882 | ||

Market Risk Adjusted Performance | 8.12 | ||

Mean Deviation | 0.4949 | ||

Coefficient Of Variation | 277.64 | ||

Standard Deviation | 0.7954 | ||

Variance | 0.6327 | ||

Information Ratio | 0.5648 | ||

Jensen Alpha | 0.2824 | ||

Total Risk Alpha | 0.4028 | ||

Treynor Ratio | 8.11 | ||

Maximum Drawdown | 3.2 | ||

Potential Upside | 1.69 | ||

Skewness | 2.96 | ||

Kurtosis | 8.82 |

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