Contents

Return and volatility forecasts, Value at Risk (VaR), Volume

Updated regularly - Last update on 11-May-2012 
 
Return on Alcoa (aa) stock follows ARMA(4,5)-GARCH(1,1) model (Student-t errors)
Given current Alcoa stock close price of 9.06 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '9.07'      '9.10'       '9.16'       '9.18'   

Probability of Alcoa stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '50.64%'    '53.12%'     '53.86%'     '51.37%' 

Value at Risk (VaR) for $1,000 worth of Alcoa stock at 5 percent probability: 
Lose at most $58.73 in 1 day, $321.68 in 30 days and $557.17 in 90 days

Stock price, return, high and low

Price fundamentals for Alcoa (aa) stock 
 
Alcoa stock price change in percent over the last: 
    '30 days'      '6 months'     '1 year'       '3 years'
    '-10.6509%'    '-10.6509%'    '-46.5802%'    '8.1146%'

Average daily return (continuously compounded) for Alcoa stock over the last: 
    '30 days'     '6 months'    '1 year'      '3 years' 
    '-0.3892%'    '-0.1317%'    '-0.2448%'    '-0.0019%'

OVER THE LAST YEAR:
The minimum Alcoa stock close price of 8.47 was observed on 28-Dec-2011 
The maximum Alcoa stock close price of 16.96 was observed on 12-May-2011 
Current close price of Alcoa (9.06) as a percent of range is equal to 6.95% 
 
The lowest one-day return (i.e. largest price drop for Alcoa stock) 
 of -12.06% was observed on 08-Aug-2011 
The highest one-day return (i.e. largest price increase for Alcoa stock) 
 of 9.03% was observed on 27-Oct-2011 

Technical Analysis: RSI and MACD

RSI readings of Alcoa share greater than 70 are in overbought territory, 
while RSI below 30 is oversold region. RSI 30 to 70 is neutral.
Buy Alcoa stocks when the MACD line crosses up through the signal line.
Sell Alcoa shares when MACD line crosses down through the signal line.

Technical Analysis: Accumulation/Distribution oscillator and Momentum

The Accumulation/Distribution oscillator is a common tool based on the high,
low, opening, and closing prices of Alcoa share for each tradind day.
Momentum calculates the difference between two prices separated by 12 days.

Technical Analysis: Chaikin oscillator and Chaikin volatility

This Chaikin oscillator is computed by subtracting exponential,
moving average of the A/D line of Alcoa stock from the three-period
exponential moving average of the A/D line.
Chaikin volatility is computed from a 10-period exponential moving
average and 10-day difference of Alcoa stock.

Technical Analysis: Williams %R and On-Balance volume

Alcoa equity is considered oversold if Williams R is below -80.
Alcoa share is overbought if Williams R is above -20. 
On-Balance Volume for Alcoa stock adds or subtracts volume to
a total depending on whether Alcoa price moves up or down.

Stock performance compared to Dow Jones Index

Does Alcoa (aa) stock go together with Dow Jones Index? 
 
Correlation between return on Alcoa stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '74.13%'     '79.82%'      '87.37%'    '75.93%' 

Percent of time when return on Alcoa stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '22.73%'     '40.16%'      '41.90%'    '46.76%' 

Stock performance compared to GOLD ETF (gld)

Does Alcoa (aa) stock go together with GOLD ETF? 
 
Correlation between return on Alcoa stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '33.36%'     '48.72%'      '7.97%'     '19.06%' 

Percent of time when return on Alcoa stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '40.91%'     '44.88%'      '45.06%'    '47.82%' 

Stock performance compared to Physical Silver (slv)

Does Alcoa (aa) stock go together with Physical Silver? 
 
Correlation between return on Alcoa stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '42.60%'     '58.18%'      '31.11%'    '35.65%' 

Percent of time when return on Alcoa stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '63.64%'     '46.46%'      '45.45%'    '45.84%' 

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