Alcoa Buy or Sell Recommendation

    Macroaxis provides Alcoa Inc 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 Inc 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

    Investment Horizon

      

    Risk Tolerance

      
    Execute Advice

    Alcoa Recommendation

    Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Alcoa Inc is 'Strong Buy'.
    For the selected time horizon Alcoa Inc has a risk adjusted performance of 0.0907, jensen alpha of 0.4473, total risk alpha of 0.4846, sortino ratio of 0.2188 and treynor ratio of 0.1813
    Macroaxis buy, hold, or sell suggestion module can be used to complement Alcoa buy, hold, or sell recommendation provided by average analyst sentiment. It analyzes the organization potential to grow using fundamental, technical, data market data available at the time. To make sure Alcoa is not overpriced, please confirm all Alcoa Inc fundamentals including its Shares Owned by Insiders, Price to Book and the relationship between Current Valuation and Number of Shares Shorted . Given that Alcoa Inc has Price to Earning of 82.18 times, we suggest you validate Alcoa Inc 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.

    Alcoa Greeks

    α
    Alpha over NYSE
    = 0.45 
    βBeta against NYSE= 2.30 
    σ
    Overall volatility
    = 2.52 
     IrInformation ratio = 0.18 

    Alcoa Volatility Alert

    Alcoa Inc has relatively low volatility with skewness of 0.35 and kurtosis of -0.48. However, we advise all investors to independently investigate Alcoa Inc to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
        
     Better Than Average     
        
     Worse Than Average Compare Alcoa to competition
    FundamentalsAlcoaPeer Average
    Return On Equity(2.74) % (15.17) %
    Return On Asset2.02 % (15.64) %
    Profit Margin(11.77) % (5.50) %
    Operating Margin4.31 % (10.91) %
    Current Valuation7.33 B152.14 B
    Shares Outstanding182.87 M1.43 B
    Shares Owned by Insiders0.13 % 6.91 %
    Shares Owned by Institutions62.50 % 18.37 %
    Number of Shares Shorted5.01 M3.24 M
    Price to Earning82.18 times40.69 times
    Price to Book0.87 times14.44 times
    Price to Sales0.65 times17.81 times
    Revenue9.23 B9.85 B
    Gross Profit4.46 B21.75 B
    EBITDA1.11 B1.41 B
    Net Income(1.09 B)517.71 M
    Cash and Equivalents241 M3.89 B
    Cash per Share1.32 times5.17 times
    Total Debt1.48 B7.36 B
    Debt to Equity0.16 times0.72 times
    Current Ratio1.64 times3.30 times
    Book Value Per Share38.17 times13.64 times
    Cash Flow from Operations(497 M)1.25 B
    Short Ratio1.10 times2.09 times
    One Year High33.540.25
    One Year Low20.029.24
    Earnings Per Share(5.94) times2.30 times
    Price to Earnings To Growth(0.38) times1.22 times
    Number of Employees16 K10.67 K
    Beta0.690.34
    Market Capitalization6.04 B29.78 B
    Total Asset37.45 B126.86 B
    Retained Earnings8.94 B38.24 B
    SellBuy
    Strong Buy

    Hype Condition

    Current Valuation

    Odds of Distress

    Economic Sensitivity

    Analyst Consensus

    Piotroski F Score

    Financial Leverage

    Risk Adjusted Performance0.0907
    Market Risk Adjusted Performance0.1913
    Mean Deviation1.93
    Semi Deviation1.66
    Downside Deviation1.97
    Coefficient Of Variation571.89
    Standard Deviation2.44
    Variance5.98
    Information Ratio0.1761
    Jensen Alpha0.4473
    Total Risk Alpha0.4846
    Sortino Ratio0.2188
    Treynor Ratio0.1813
    Maximum Drawdown8.87
    Value At Risk(2.80)
    Potential Upside4.96
    Downside Variance3.87
    Semi Variance2.76
    Expected Short fall(2.52)
    Skewness0.35
    Kurtosis(0.48)
    Returns Distribution
    Alcoa Returns Distribution Density
    Current Valuation
    Alcoa Current Valuation Analysis
    Alcoa Inc is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Aluminum industry is presently estimated at about 76.65 Billion. Alcoa holds roughly 7.33 Billion in current valuation claiming about 10% of stocks in Aluminum industry.