STMICROELECTRONICS (Germany) Technical Analysis
| SGM Stock | EUR 22.06 0.00 0.00% |
As of the 25th of January, STMICROELECTRONICS has the variance of 5.31, and Risk Adjusted Performance of (0.04). Compared to fundamental indicators, the technical analysis model makes it possible for you to check available technical drivers of STMICROELECTRONICS, as well as the relationship between them. Please validate STMICROELECTRONICS value at risk, skewness, and the relationship between the maximum drawdown and potential upside to decide if STMICROELECTRONICS is priced fairly, providing market reflects its prevalent price of 22.06 per share.
STMICROELECTRONICS Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as STMICROELECTRONICS, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to STMICROELECTRONICSSTMICROELECTRONICS |
STMICROELECTRONICS '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 STMICROELECTRONICS'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 STMICROELECTRONICS.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in STMICROELECTRONICS on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding STMICROELECTRONICS or generate 0.0% return on investment in STMICROELECTRONICS over 90 days. STMICROELECTRONICS is related to or competes with Luckin Coffee, UNITED INTERNET, Iridium Communications, SEDANA MEDICAL, COFFEE HOLDING, and Computer. More
STMICROELECTRONICS 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 STMICROELECTRONICS'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 STMICROELECTRONICS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 13.89 | |||
| Value At Risk | (3.87) | |||
| Potential Upside | 3.42 |
STMICROELECTRONICS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STMICROELECTRONICS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STMICROELECTRONICS's standard deviation. In reality, there are many statistical measures that can use STMICROELECTRONICS historical prices to predict the future STMICROELECTRONICS's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | 0.6913 |
STMICROELECTRONICS January 25, 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 | (0.04) | |||
| Market Risk Adjusted Performance | 0.7013 | |||
| Mean Deviation | 1.3 | |||
| Coefficient Of Variation | (1,571) | |||
| Standard Deviation | 2.3 | |||
| Variance | 5.31 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | 0.6913 | |||
| Maximum Drawdown | 13.89 | |||
| Value At Risk | (3.87) | |||
| Potential Upside | 3.42 | |||
| Skewness | (1.52) | |||
| Kurtosis | 7.71 |
STMICROELECTRONICS Backtested Returns
At this point, STMICROELECTRONICS is not too volatile. STMICROELECTRONICS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0252, which indicates the firm had a 0.0252 % return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for STMICROELECTRONICS, which you can use to evaluate the volatility of the company. Please validate STMICROELECTRONICS's variance of 5.31, and Risk Adjusted Performance of (0.04) to confirm if the risk estimate we provide is consistent with the expected return of 0.0469%. STMICROELECTRONICS has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning STMICROELECTRONICS are expected to decrease at a much lower rate. During the bear market, STMICROELECTRONICS is likely to outperform the market. STMICROELECTRONICS presently has a risk of 1.87%. Please validate STMICROELECTRONICS jensen alpha, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if STMICROELECTRONICS will be following its existing price patterns.
Auto-correlation | 0.06 |
Virtually no predictability
STMICROELECTRONICS has virtually no predictability. Overlapping area represents the amount of predictability between STMICROELECTRONICS time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 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 STMICROELECTRONICS price movement. The serial correlation of 0.06 indicates that barely 6.0% of current STMICROELECTRONICS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
STMICROELECTRONICS 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.
STMICROELECTRONICS Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 STMICROELECTRONICS volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About STMICROELECTRONICS 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 STMICROELECTRONICS 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 STMICROELECTRONICS based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on STMICROELECTRONICS price pattern first instead of the macroeconomic environment surrounding STMICROELECTRONICS. By analyzing STMICROELECTRONICS'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 STMICROELECTRONICS'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 STMICROELECTRONICS specific price patterns or momentum indicators. Please read more on our technical analysis page.
STMICROELECTRONICS January 25, 2026 Technical Indicators
Most technical analysis of STMICROELECTRONICS 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 STMICROELECTRONICS from various momentum indicators to cycle indicators. When you analyze STMICROELECTRONICS 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 | (0.04) | |||
| Market Risk Adjusted Performance | 0.7013 | |||
| Mean Deviation | 1.3 | |||
| Coefficient Of Variation | (1,571) | |||
| Standard Deviation | 2.3 | |||
| Variance | 5.31 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | 0.6913 | |||
| Maximum Drawdown | 13.89 | |||
| Value At Risk | (3.87) | |||
| Potential Upside | 3.42 | |||
| Skewness | (1.52) | |||
| Kurtosis | 7.71 |
STMICROELECTRONICS January 25, 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 STMICROELECTRONICS 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 | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 22.06 | ||
| Day Typical Price | 22.06 | ||
| Price Action Indicator | 0.00 |
Complementary Tools for STMICROELECTRONICS Stock analysis
When running STMICROELECTRONICS's price analysis, check to measure STMICROELECTRONICS'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 STMICROELECTRONICS is operating at the current time. Most of STMICROELECTRONICS's value examination focuses on studying past and present price action to predict the probability of STMICROELECTRONICS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STMICROELECTRONICS's price. Additionally, you may evaluate how the addition of STMICROELECTRONICS to your portfolios can decrease your overall portfolio volatility.
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