Alcoa Buy or Sell Recommendation

    Macroaxis provides Alcoa Corporation buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Alcoa positions. The advice algorithm takes into account all of Alcoa Corporation available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Alcoa buy-and-hold prospective. Check also Alcoa Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

    Time Horizon

    Risk Tolerance

    Symbol
    Execute Advice
    Alcoa Corporation -- USA Stock  

    USD 47.80  0.25  0.53%

    Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Alcoa Corporation is 'Strong Hold'.
    For the selected time horizon Alcoa Corporation has a risk adjusted performance of 0.35, jensen alpha of 0.28, total risk alpha of 0.14, sortino ratio of 0.0 and treynor ratio of 0.61
    Macroaxis buy, hold, or sell recommendation tool can be used to complement Alcoa buy or sell advice provided by experts. It analyzes the organization potential to grow against your specific risk preferences and investment horizon. To make sure Alcoa is not overpriced, please confirm all Alcoa fundamentals including its Shares Owned by Insiders, Price to Sales and the relationship between Current Valuation and Price to Earning . Given that Alcoa has Price to Earning of 40.83 times, we suggest you validate Alcoa Corporation market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

    Returns Distribution Density

    Mean Return0.46Value At Risk3.62
    Potential Upside2.00Standard Deviation2.26
     Return Density 
          Distribution 

    Institutional Investors

    Security TypeSharesValue
    Vanguard Group IncCommon Shares16.3 M876.8 M
    Capital World InvestorsCommon Shares11.8 M635.6 M
    Blackrock IncCommon Shares8.8 M472 M
    Jpmorgan Chase CoCommon Shares7.1 M383.7 M
    Putnam Investments LlcCommon Shares6.1 M329.4 M
    Wellington Management Group LlpCommon Shares5.7 M304.8 M
    Alliancebernstein LpCommon Shares5.3 M284.4 M

    Alcoa Greeks

    α
    Alpha over DOW
    =0.28
    β
    Beta against DOW=0.77
    σ
    Overall volatility
    =2.31
    Ir
    Information ratio =0.1

    Alcoa Volatility Alert

    Alcoa Corporation exhibits very low volatility with skewness of -0.96 and kurtosis of 0.69. However, we advise investors to further study Alcoa Corporation technical indicators to make sure all market info is available and is reliable.
        
     Better Than Average     
        
     Worse Than Average Compare Alcoa to competition
    FundamentalsAlcoaPeer Average
    Return On Equity7.72 % (15.17) %
    Return On Asset5.53 % (15.64) %
    Profit Margin1.86 % (5.50) %
    Operating Margin12.99 % (10.91) %
    Current Valuation8.87 B152.14 B
    Shares Outstanding185.2 M1.43 B
    Shares Owned by Insiders5.89 % 6.91 %
    Number of Shares Shorted7.49 M3.24 M
    Price to Earning40.83 times40.69 times
    Price to Book1.94 times14.44 times
    Price to Sales0.75 times17.81 times
    Revenue11.65 B9.85 B
    Gross Profit1.43 B21.75 B
    EBITDA2.27 B1.41 B
    Net Income217 M517.71 M
    Cash and Equivalents1.36 B3.89 B
    Cash per Share7.33 times5.17 times
    Total Debt1.4 B7.36 B
    Debt to Equity20.60 % 0.72 %
    Current Ratio1.30 times3.30 times
    Book Value Per Share24.41 times13.64 times
    Cash Flow from Operations1.22 B1.25 B
    Short Ratio1.86 times2.09 times
    Earnings Per Share1.16 times2.30 times
    Price to Earnings To Growth1.53 times1.22 times
    Number of Employees16 K10.67 K
    Beta0.690.34
    Market Capitalization8.77 B29.78 B
    Total Asset16.41 B126.86 B
    Retained Earnings8.83 B38.24 B
    Working Capital162 M3.58 B
    Current Asset2.57 B36.8 B
    Current Liabilities2.4 B33.34 B
    SellBuy
    Strong Hold

    Hype Condition

    Current Valuation

    Odds of Distress

    Economic Sensitivity

    Analyst Consensus

    Piotroski F Score

    Financial Leverage

       Exercise or conversion by William Oplinger of 44473 shares of Alcoa subject to Rule 16b-3 [view details]
    Risk Adjusted Performance0.35
    Market Risk Adjusted Performance0.60
    Mean Deviation1.73
    Coefficient Of Variation488.35
    Standard Deviation2.26
    Variance5.09
    Information Ratio0.099287
    Jensen Alpha0.28
    Total Risk Alpha0.14
    Treynor Ratio0.61
    Maximum Drawdown8.03
    Value At Risk3.62
    Potential Upside2.0
    Skewness0.96
    Kurtosis0.6895

    Current Valuation

    Alcoa Current Valuation Analysis
    Alcoa Corporation is rated fourth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Non-ferrous Metals Production And Products industry is presently estimated at about 95.06 Billion. Alcoa holds roughly 8.87 Billion in current valuation claiming about 9% of all equities under Non-ferrous Metals Production And Products industry.