Alstom SA (Germany) Technical Analysis
| AOMD Stock | EUR 22.01 1.77 0.00% |
As of the 14th of February 2026, Alstom SA shows the Risk Adjusted Performance of 0.1459, mean deviation of 1.59, and Downside Deviation of 1.45. Alstom 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. Please confirm Alstom SA jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Alstom SA is priced correctly, providing market reflects its regular price of 28.81 per share.
Alstom SA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Alstom, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AlstomAlstom |
Alstom SA '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 Alstom SA's stock 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 Alstom SA.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Alstom SA on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Alstom SA or generate 0.0% return on investment in Alstom SA over 90 days. Alstom SA is related to or competes with Cars, GEELY AUTOMOBILE, CARSALESCOM, National Storage, and Grupo Carso. Alstom SA offers solutions for rail transport industry in Europe, the Americas, Asia and Pacific, the Middle East, and A... More
Alstom SA 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 Alstom SA's stock 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 Alstom SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.1409 | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 4.62 |
Alstom SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alstom SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alstom SA's standard deviation. In reality, there are many statistical measures that can use Alstom SA historical prices to predict the future Alstom SA's volatility.| Risk Adjusted Performance | 0.1459 | |||
| Jensen Alpha | 0.3653 | |||
| Total Risk Alpha | 0.2053 | |||
| Sortino Ratio | 0.2124 | |||
| Treynor Ratio | 10.81 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alstom SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Alstom SA February 14, 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 | 0.1459 | |||
| Market Risk Adjusted Performance | 10.82 | |||
| Mean Deviation | 1.59 | |||
| Semi Deviation | 1.11 | |||
| Downside Deviation | 1.45 | |||
| Coefficient Of Variation | 578.14 | |||
| Standard Deviation | 2.18 | |||
| Variance | 4.76 | |||
| Information Ratio | 0.1409 | |||
| Jensen Alpha | 0.3653 | |||
| Total Risk Alpha | 0.2053 | |||
| Sortino Ratio | 0.2124 | |||
| Treynor Ratio | 10.81 | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 4.62 | |||
| Downside Variance | 2.1 | |||
| Semi Variance | 1.24 | |||
| Expected Short fall | (2.16) | |||
| Skewness | 1.11 | |||
| Kurtosis | 1.96 |
Alstom SA Backtested Returns
Alstom SA appears to be very steady, given 3 months investment horizon. Alstom SA secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Alstom SA, which you can use to evaluate the volatility of the firm. Please makes use of Alstom SA's Mean Deviation of 1.59, risk adjusted performance of 0.1459, and Downside Deviation of 1.45 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alstom SA holds a performance score of 13. The firm shows a Beta (market volatility) of 0.034, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alstom SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alstom SA is expected to be smaller as well. Please check Alstom SA's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Alstom SA's price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Alstom SA has very good predictability. Overlapping area represents the amount of predictability between Alstom SA time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 Alstom SA price movement. The serial correlation of 0.82 indicates that around 82.0% of current Alstom SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 1.37 |
Alstom SA technical stock 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, stock market cycles, or different charting patterns.
Alstom SA Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for Alstom SA across different markets.
About Alstom SA 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 Alstom 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 Alstom SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Alstom SA price pattern first instead of the macroeconomic environment surrounding Alstom SA. By analyzing Alstom SA'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 Alstom SA'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 Alstom SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
Alstom SA February 14, 2026 Technical Indicators
Most technical analysis of Alstom 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 Alstom from various momentum indicators to cycle indicators. When you analyze Alstom 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 | 0.1459 | |||
| Market Risk Adjusted Performance | 10.82 | |||
| Mean Deviation | 1.59 | |||
| Semi Deviation | 1.11 | |||
| Downside Deviation | 1.45 | |||
| Coefficient Of Variation | 578.14 | |||
| Standard Deviation | 2.18 | |||
| Variance | 4.76 | |||
| Information Ratio | 0.1409 | |||
| Jensen Alpha | 0.3653 | |||
| Total Risk Alpha | 0.2053 | |||
| Sortino Ratio | 0.2124 | |||
| Treynor Ratio | 10.81 | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 4.62 | |||
| Downside Variance | 2.1 | |||
| Semi Variance | 1.24 | |||
| Expected Short fall | (2.16) | |||
| Skewness | 1.11 | |||
| Kurtosis | 1.96 |
Alstom SA February 14, 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 Alstom 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 | 0.01 | ||
| Daily Balance Of Power | (2.40) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 28.89 | ||
| Day Typical Price | 28.86 | ||
| Price Action Indicator | (0.26) | ||
| Market Facilitation Index | 0.15 |
Complementary Tools for Alstom Stock analysis
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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