Alstom SA (France) Probability of Future Stock Price Finishing Under 12.84
| ALO Stock | EUR 21.05 0.16 0.77% |
Alstom |
Alstom SA Target Price Odds to finish below 12.84
The tendency of Alstom Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to € 12.84 or more in 90 days |
| 21.05 | 90 days | 12.84 | near 1 |
Based on a normal probability distribution, the odds of Alstom SA to drop to € 12.84 or more in 90 days from now is near 1 (This Alstom SA probability density function shows the probability of Alstom Stock to fall within a particular range of prices over 90 days) . Probability of Alstom SA price to stay between € 12.84 and its current price of €21.05 at the end of the 90-day period is about 89.85 .
Assuming the 90 days trading horizon Alstom SA has a beta of 0.27. This suggests as returns on the market go up, Alstom SA average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Alstom SA will be expected to be much smaller as well. Additionally Alstom SA has an alpha of 0.2203, implying that it can generate a 0.22 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Alstom SA Price Density |
| Price |
Predictive Modules for Alstom SA
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alstom SA. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Alstom SA Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Alstom SA is not an exception. The market had few large corrections towards the Alstom SA's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Alstom SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Alstom SA within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.22 | |
β | Beta against Dow Jones | 0.27 | |
σ | Overall volatility | 1.46 | |
Ir | Information ratio | 0.06 |
Alstom SA Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Alstom SA for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Alstom SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Alstom SA has accumulated 3.23 B in total debt with debt to equity ratio (D/E) of 0.32, which is about average as compared to similar companies. Alstom SA has a current ratio of 0.73, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Alstom SA until it has trouble settling it off, either with new capital or with free cash flow. So, Alstom SA's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Alstom SA sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Alstom to invest in growth at high rates of return. When we think about Alstom SA's use of debt, we should always consider it together with cash and equity. | |
| The entity reported the revenue of 15.47 B. Net Loss for the year was (581 M) with profit before overhead, payroll, taxes, and interest of 1.73 B. | |
| Alstom SA has accumulated about 156 M in cash with (577 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 3.37. | |
| Over 82.0% of Alstom SA shares are held by institutions such as insurance companies |
Alstom SA Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Alstom Stock often depends not only on the future outlook of the current and potential Alstom SA's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Alstom SA's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 263.6 M | |
| Cash And Short Term Investments | 810 M |
Alstom SA Technical Analysis
Alstom SA's future price can be derived by breaking down and analyzing its technical indicators over time. Alstom Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Alstom SA. In general, you should focus on analyzing Alstom Stock price patterns and their correlations with different microeconomic environments and drivers.
Alstom SA Predictive Forecast Models
Alstom SA's time-series forecasting models is one of many Alstom SA's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Alstom SA's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Alstom SA
Checking the ongoing alerts about Alstom SA for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Alstom SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Alstom SA has accumulated 3.23 B in total debt with debt to equity ratio (D/E) of 0.32, which is about average as compared to similar companies. Alstom SA has a current ratio of 0.73, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Alstom SA until it has trouble settling it off, either with new capital or with free cash flow. So, Alstom SA's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Alstom SA sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Alstom to invest in growth at high rates of return. When we think about Alstom SA's use of debt, we should always consider it together with cash and equity. | |
| The entity reported the revenue of 15.47 B. Net Loss for the year was (581 M) with profit before overhead, payroll, taxes, and interest of 1.73 B. | |
| Alstom SA has accumulated about 156 M in cash with (577 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 3.37. | |
| Over 82.0% of Alstom SA shares are held by institutions such as insurance companies |
Other Information on Investing in Alstom Stock
Alstom SA financial ratios help investors to determine whether Alstom Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Alstom with respect to the benefits of owning Alstom SA security.