The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening toolsAlcoa Inc has current Total Risk Alpha of (1.11). The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
|ER[a]||=||Expected return on investing in Alcoa|
|ER[b]||=||Expected return on market index or selected benchmark|
|STD[a]||=||Standard Deviation of returns on Alcoa|
|STD[b]||=||Standard Deviation of selected market or benchmark|
|RFR||=||Risk Free Rate of return. Typically T-Bill Rate|
Total Risk Alpha Comparison
Alcoa Inc is rated below average in total risk alpha category among related companies. It is rated fifth in maximum drawdown category among related companies .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
|Compare Alcoa to competition|