Alcoa Market Risk Adjusted Performance

    Alcoa Inc has current Market Risk Adjusted Performance of 0.1355.
    Alcoa 
    MRAP 
     = 
    ER[a] + (1/BETA - 1) 
    ER[a] - RFR) 
     = 
    0.1355
    ER[a] =   Expected return on investing in Alcoa
    RFR =   Risk Free Rate of return. Typically T-Bill Rate
    BETA =   Beta of the asset with market or selected benchmark.

    Market Risk Adjusted Performance Comparison

    Alcoa Inc is rated fifth in market risk adjusted performance category among related companies. It is rated second in maximum drawdown category among related companies reporting about  114.11  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Alcoa Inc is roughly  114.11 
    Compare Alcoa to competition
    Alcoa Corporationration engages in mining and production of bauxite, alumina, and aluminum products. more
    NameAlcoa Inc
    InstrumentUSA Stock
    RegionNorth America
    ExchangeNew York Stock Exchange
    CIK Number01675149.0
    ISINUS0138171014
    CUSIPNone
    New SymbolARNC
    Analyst Consensus
    Piotroski F Score
    Macroaxis Advice
    Bond Rating