ASML Holding (Netherlands) Technical Analysis
| ASML Stock | EUR 1,227 35.00 2.94% |
As of the 1st of February, ASML Holding shows the Risk Adjusted Performance of 0.149, mean deviation of 1.8, and Semi Deviation of 1.77. ASML Holding NV 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 ASML Holding NV variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if ASML Holding NV is priced some-what accurately, providing market reflects its regular price of 1227.0 per share.
ASML Holding Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as ASML, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ASMLASML |
ASML Holding '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 ASML Holding'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 ASML Holding.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in ASML Holding on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding ASML Holding NV or generate 0.0% return on investment in ASML Holding over 90 days. ASML Holding is related to or competes with ASM International, BE Semiconductor, Adyen NV, NV Nederlandsche, TKH Group, Ctac NV, and Azerion Group. ASML Holding N.V. develops, produces, markets, sells, and services advanced semiconductor equipment systems consisting o... More
ASML Holding 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 ASML Holding'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 ASML Holding NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.1781 | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | (3.69) | |||
| Potential Upside | 6.01 |
ASML Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASML Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASML Holding's standard deviation. In reality, there are many statistical measures that can use ASML Holding historical prices to predict the future ASML Holding's volatility.| Risk Adjusted Performance | 0.149 | |||
| Jensen Alpha | 0.4509 | |||
| Total Risk Alpha | 0.3581 | |||
| Sortino Ratio | 0.2034 | |||
| Treynor Ratio | 0.6086 |
ASML Holding February 1, 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 | 0.149 | |||
| Market Risk Adjusted Performance | 0.6186 | |||
| Mean Deviation | 1.8 | |||
| Semi Deviation | 1.77 | |||
| Downside Deviation | 2.18 | |||
| Coefficient Of Variation | 509.68 | |||
| Standard Deviation | 2.49 | |||
| Variance | 6.2 | |||
| Information Ratio | 0.1781 | |||
| Jensen Alpha | 0.4509 | |||
| Total Risk Alpha | 0.3581 | |||
| Sortino Ratio | 0.2034 | |||
| Treynor Ratio | 0.6086 | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | (3.69) | |||
| Potential Upside | 6.01 | |||
| Downside Variance | 4.75 | |||
| Semi Variance | 3.15 | |||
| Expected Short fall | (2.00) | |||
| Skewness | 0.4961 | |||
| Kurtosis | 1.41 |
ASML Holding NV Backtested Returns
ASML Holding appears to be very steady, given 3 months investment horizon. ASML Holding NV secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for ASML Holding NV, which you can use to evaluate the volatility of the firm. Please makes use of ASML Holding's Semi Deviation of 1.77, mean deviation of 1.8, and Risk Adjusted Performance of 0.149 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ASML Holding holds a performance score of 15. The firm shows a Beta (market volatility) of 0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ASML Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASML Holding is expected to be smaller as well. Please check ASML Holding's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether ASML Holding's price patterns will revert.
Auto-correlation | 0.50 |
Modest predictability
ASML Holding NV has modest predictability. Overlapping area represents the amount of predictability between ASML Holding time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 ASML Holding NV price movement. The serial correlation of 0.5 indicates that about 50.0% of current ASML Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 13.3 K |
ASML Holding 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.
ASML Holding NV 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 ASML Holding NV volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About ASML Holding 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 ASML Holding NV 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 ASML Holding NV based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on ASML Holding NV price pattern first instead of the macroeconomic environment surrounding ASML Holding NV. By analyzing ASML Holding'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 ASML Holding'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 ASML Holding specific price patterns or momentum indicators. Please read more on our technical analysis page.
ASML Holding February 1, 2026 Technical Indicators
Most technical analysis of ASML 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 ASML from various momentum indicators to cycle indicators. When you analyze ASML 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 | 0.149 | |||
| Market Risk Adjusted Performance | 0.6186 | |||
| Mean Deviation | 1.8 | |||
| Semi Deviation | 1.77 | |||
| Downside Deviation | 2.18 | |||
| Coefficient Of Variation | 509.68 | |||
| Standard Deviation | 2.49 | |||
| Variance | 6.2 | |||
| Information Ratio | 0.1781 | |||
| Jensen Alpha | 0.4509 | |||
| Total Risk Alpha | 0.3581 | |||
| Sortino Ratio | 0.2034 | |||
| Treynor Ratio | 0.6086 | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | (3.69) | |||
| Potential Upside | 6.01 | |||
| Downside Variance | 4.75 | |||
| Semi Variance | 3.15 | |||
| Expected Short fall | (2.00) | |||
| Skewness | 0.4961 | |||
| Kurtosis | 1.41 |
ASML Holding February 1, 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 ASML 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 | 0.04 | ||
| Daily Balance Of Power | 0.74 | ||
| Rate Of Daily Change | 1.03 | ||
| Day Median Price | 1,207 | ||
| Day Typical Price | 1,214 | ||
| Price Action Indicator | 37.40 | ||
| Market Facilitation Index | 47.40 |
Additional Tools for ASML Stock Analysis
When running ASML Holding's price analysis, check to measure ASML Holding'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 ASML Holding is operating at the current time. Most of ASML Holding's value examination focuses on studying past and present price action to predict the probability of ASML Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ASML Holding's price. Additionally, you may evaluate how the addition of ASML Holding to your portfolios can decrease your overall portfolio volatility.