## Alcoa Treynor Ratio |

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Alcoa Inc has current Treynor Ratio of 0.5018. The Treynor is reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore the Treynor Ratio is calculated as [(Portfolio return - Risk free return)/Beta].Symbol | Refresh |

Alcoa |
| = | 0.5018 |

ER[a] | = | Expected return on investing in Alcoa |

BETA | = | Beta coefficient between Alcoa and the market |

RFR | = | Risk Free Rate of return. Typically T-Bill Rate |

## Treynor Ratio Comparison

**third**in treynor ratio category among related companies. It is rated

**fifth**in maximum drawdown category among related companies reporting about 11.55 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Alcoa Inc is roughly 11.55

This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.

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) |