Alcoa Downside Deviation

    Alcoa Corporation -- USA Stock  

    USD 43.4  1.1  2.6%

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    Alcoa Corporation has current Downside Deviation of 0.0. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view downside risk is the annualized standard deviation of returns below the target.
    Alcoa 
    Downside Deviation 
    =  
    SQRT(DV) 
     = 
    0.0
    SQRT =   Square root notation
    DV =   Downside Variance of returns over selected period

    Downside Deviation Comparison

    Alcoa Corporation is rated below average in downside deviation category among related companies. It is rated third in maximum drawdown category among related companies .
    It is the square root of the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of most private investors.
    Compare Alcoa to competition
    Alcoa Corporationration engages in mining and production of bauxite, alumina, and aluminum products. more
    NameAlcoa Corporation
    Analyst Consensus
    Piotroski F Score
    Macroaxis Advice
    Bond Rating
    InstrumentUSA Stock Stocks Directory
    RegionNorth America
    ExchangeNew York Stock Exchange
    CIK Number01675149.0
    ISINUS0138721065
    CUSIP013872106
    New SymbolARNC
    CurrencyUSD - US Dollar