|AA -- USA Stock|| |
USD 43.03 1.20 2.87%
Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Alcoa Corporation is 'Strong Hold'
. Macroaxis provides Alcoa 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 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.
For the selected time horizon Alcoa Corporation has a risk adjusted performance of 0.0121, jensen alpha of 0.011092
, total risk alpha of 0.13
, sortino ratio of 0.005543
and treynor ratio of 0.0139
Alcoa buy, hold, or sell suggestion module can be used to check and cross-verify current buy, hold, or sell recommendation provided by analysts
analyzing the organization potential to grow using all of fundamental, technical, data market data available at the time. To make sure Alcoa is not overpriced, please confirm all Alcoa fundamentals including its Profit Margin
, Shares Owned by Insiders
, Price to Book
, as well as the relationship
between Current Valuation
and Number of Shares Shorted
. Given that Alcoa
has Number of Shares Shorted
of 6.52 M, 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 Return||0.021111||Value At Risk||2.84|
|Potential Upside||4.12||Standard Deviation||2.47|
|Security Type||Shares||Value||Capital World Investors||Common Shares||19.1 M||897 M||Vanguard Group Inc||Common Shares||17.4 M||815 M||Capital Research Global Investors||Common Shares||15.3 M||715.8 M||Blackrock Inc||Common Shares||9.1 M||424.6 M||Alliancebernstein Lp||Common Shares||5.6 M||263.3 M||Wellington Management Group Llp||Common Shares||4.9 M||228.8 M||Putnam Investments Llc||Common Shares||4.6 M||216.9 M|
Alcoa Volatility Alert
Alcoa Corporation shows above average downside volatility of 3.02 for selected time horizon. We advise investors to further inspect Alcoa Corporation to make sure all market timing and asset allocation strategies are consistent with estimation about Alcoa future alpha.
Alcoa Fundamental Vs Peers
| ||Exercise or conversion by William Oplinger of 44934 shares of Alcoa subject to Rule 16b-3 [view details]|
Check also Alcoa Analyst Recommendation
to compare Macroaxis Buy or Sell Recommendation with current analyst consensus. Please also try Risk-Return Analysis
module to view associations between returns expected from investment and the risk you assume.