Alstom Sa Stock Price on September 13, 2024
If you're considering investing in Alstom Pink Sheet, it is important to understand the factors that can impact its price. Alstom SA secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Alstom SA exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alstom SA's Mean Deviation of 0.9972, standard deviation of 2.24, and Risk Adjusted Performance of 0.0058 to double-check the risk estimate we provide.
Alstom Pink Sheet price history is provided at the adjusted basis, taking into account all of the recent filings.
Alstom |
Sharpe Ratio = -6.0E-4
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Estimated Market Risk
2.24 actual daily | 19 81% of assets are more volatile |
Expected Return
0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Alstom SA is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alstom SA by adding Alstom SA to a well-diversified portfolio.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Price Boundaries
Alstom SA Period Price Range
Low | January 21, 2025
| High |
0.00 | 0.00 |
Alstom SA cannot be verified against its exchange. Please verify the symbol is currently traded on PINK Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Alstom SA January 21, 2025 Market Strength
Market strength indicators help investors to evaluate how Alstom SA pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alstom SA shares will generate the highest return on investment. By undertsting and applying Alstom SA pink sheet market strength indicators, traders can identify Alstom SA entry and exit signals to maximize returns
Alstom SA Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Alstom SA's price direction in advance. Along with the technical and fundamental analysis of Alstom Pink Sheet historical price patterns, it is also worthwhile for investors to track various predictive indicators of Alstom to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.0058 | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.06) | |||
Treynor Ratio | 0.0329 |
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Volume Indicators |
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Other Tools for Alstom Pink Sheet
When running Alstom SA's price analysis, check to measure Alstom SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alstom SA is operating at the current time. Most of Alstom SA's value examination focuses on studying past and present price action to predict the probability of Alstom SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alstom SA's price. Additionally, you may evaluate how the addition of Alstom SA to your portfolios can decrease your overall portfolio volatility.
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