## Alcoa Value At Risk |

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Alcoa Inc has current Value At Risk of (2.89). Value At Risk (or VAR) is statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.Symbol | Refresh |

Alcoa |
| = | (2.89) |

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

STD | = | Standard Deviation of Alcoa |

N | = | Number of points for the period |

Z-SCORE | = | Number of standard deviations above or below the mean |

## Value At Risk Comparison

**fifth**in value at risk category among related companies. It is rated

**fifth**in maximum drawdown category among related companies .

Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.

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) |