Alpha Bank Sa Stock Technical Analysis
| ALBKY Stock | USD 1.18 0.01 0.85% |
As of the 2nd of February, Alpha Bank shows the Risk Adjusted Performance of 0.0766, mean deviation of 2.89, and Downside Deviation of 4.03. Alpha Bank SA technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm's future prices.
Alpha Bank Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Alpha, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AlphaAlpha |
Alpha Bank 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Alpha Bank's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Alpha Bank.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Alpha Bank on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha Bank SA or generate 0.0% return on investment in Alpha Bank over 90 days. Alpha Bank is related to or competes with Absa Group, Piraeus Bank, Piraeus Financial, Concordia Financial, Israel Discount, Bangkok Bank, and BAWAG Group. Alpha Services and Holdings S.A., together with its subsidiaries, provides various banking and financial products and se... More
Alpha Bank Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Alpha Bank's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Alpha Bank SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.03 | |||
| Information Ratio | 0.0825 | |||
| Maximum Drawdown | 20.08 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 5.49 |
Alpha Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpha Bank's standard deviation. In reality, there are many statistical measures that can use Alpha Bank historical prices to predict the future Alpha Bank's volatility.| Risk Adjusted Performance | 0.0766 | |||
| Jensen Alpha | 0.3182 | |||
| Total Risk Alpha | 0.1607 | |||
| Sortino Ratio | 0.0753 | |||
| Treynor Ratio | 0.5869 |
Alpha Bank February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0766 | |||
| Market Risk Adjusted Performance | 0.5969 | |||
| Mean Deviation | 2.89 | |||
| Semi Deviation | 3.5 | |||
| Downside Deviation | 4.03 | |||
| Coefficient Of Variation | 1055.23 | |||
| Standard Deviation | 3.68 | |||
| Variance | 13.51 | |||
| Information Ratio | 0.0825 | |||
| Jensen Alpha | 0.3182 | |||
| Total Risk Alpha | 0.1607 | |||
| Sortino Ratio | 0.0753 | |||
| Treynor Ratio | 0.5869 | |||
| Maximum Drawdown | 20.08 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 5.49 | |||
| Downside Variance | 16.25 | |||
| Semi Variance | 12.22 | |||
| Expected Short fall | (3.15) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.8117 |
Alpha Bank SA Backtested Returns
Alpha Bank appears to be dangerous, given 3 months investment horizon. Alpha Bank SA secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Alpha Bank SA, which you can use to evaluate the volatility of the firm. Please makes use of Alpha Bank's Mean Deviation of 2.89, risk adjusted performance of 0.0766, and Downside Deviation of 4.03 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alpha Bank holds a performance score of 10. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alpha Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alpha Bank is expected to be smaller as well. Please check Alpha Bank's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Alpha Bank's price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Alpha Bank SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Alpha Bank time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alpha Bank SA price movement. The serial correlation of -0.16 indicates that over 16.0% of current Alpha Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Alpha Bank technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.
Alpha Bank SA Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Alpha Bank SA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Alpha Bank Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Alpha Bank SA on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Alpha Bank SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Alpha Bank SA price pattern first instead of the macroeconomic environment surrounding Alpha Bank SA. By analyzing Alpha Bank's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Alpha Bank's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Alpha Bank specific price patterns or momentum indicators. Please read more on our technical analysis page.
Alpha Bank February 2, 2026 Technical Indicators
Most technical analysis of Alpha help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Alpha from various momentum indicators to cycle indicators. When you analyze Alpha charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0766 | |||
| Market Risk Adjusted Performance | 0.5969 | |||
| Mean Deviation | 2.89 | |||
| Semi Deviation | 3.5 | |||
| Downside Deviation | 4.03 | |||
| Coefficient Of Variation | 1055.23 | |||
| Standard Deviation | 3.68 | |||
| Variance | 13.51 | |||
| Information Ratio | 0.0825 | |||
| Jensen Alpha | 0.3182 | |||
| Total Risk Alpha | 0.1607 | |||
| Sortino Ratio | 0.0753 | |||
| Treynor Ratio | 0.5869 | |||
| Maximum Drawdown | 20.08 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 5.49 | |||
| Downside Variance | 16.25 | |||
| Semi Variance | 12.22 | |||
| Expected Short fall | (3.15) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.8117 |
Alpha Bank February 2, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Alpha stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.07 | ||
| Daily Balance Of Power | 0.13 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 1.18 | ||
| Day Typical Price | 1.18 | ||
| Price Action Indicator | 0.01 | ||
| Market Facilitation Index | 0.08 |
Additional Tools for Alpha Pink Sheet Analysis
When running Alpha Bank's price analysis, check to measure Alpha Bank'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 Alpha Bank is operating at the current time. Most of Alpha Bank's value examination focuses on studying past and present price action to predict the probability of Alpha Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alpha Bank's price. Additionally, you may evaluate how the addition of Alpha Bank to your portfolios can decrease your overall portfolio volatility.