STMicroelectronics (Brazil) Technical Analysis
| STMN34 Stock | 151.35 0.15 0.1% |
As of the 1st of February, STMicroelectronics has the coefficient of variation of 1532.79, and Risk Adjusted Performance of 0.055. 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.
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' 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.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in STMicroelectronics on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding STMicroelectronics NV or generate 0.0% return on investment in STMicroelectronics over 90 days. STMicroelectronics is related to or competes with Taiwan Semiconductor, NVIDIA, Broadcom, Texas Instruments, Qualcomm, Advanced Micro, and Intel. 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' 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 NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.44 | |||
| Information Ratio | 0.0517 | |||
| Maximum Drawdown | 26.04 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 0.0992 |
STMicroelectronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STMicroelectronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STMicroelectronics' standard deviation. In reality, there are many statistical measures that can use STMicroelectronics historical prices to predict the future STMicroelectronics' volatility.| Risk Adjusted Performance | 0.055 | |||
| Jensen Alpha | 0.2365 | |||
| Total Risk Alpha | 0.046 | |||
| Sortino Ratio | 0.07 | |||
| Treynor Ratio | (0.24) |
STMicroelectronics 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 | 0.055 | |||
| Market Risk Adjusted Performance | (0.23) | |||
| Mean Deviation | 0.8104 | |||
| Semi Deviation | 0.5984 | |||
| Downside Deviation | 2.44 | |||
| Coefficient Of Variation | 1532.79 | |||
| Standard Deviation | 3.31 | |||
| Variance | 10.95 | |||
| Information Ratio | 0.0517 | |||
| Jensen Alpha | 0.2365 | |||
| Total Risk Alpha | 0.046 | |||
| Sortino Ratio | 0.07 | |||
| Treynor Ratio | (0.24) | |||
| Maximum Drawdown | 26.04 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 0.0992 | |||
| Downside Variance | 5.97 | |||
| Semi Variance | 0.3581 | |||
| Expected Short fall | (6.87) | |||
| Skewness | 7.48 | |||
| Kurtosis | 59.47 |
STMicroelectronics Backtested Returns
STMicroelectronics appears to be very steady, given 3 months investment horizon. STMicroelectronics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0781, which indicates the firm had a 0.0781 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for STMicroelectronics NV, which you can use to evaluate the volatility of the company. Please review STMicroelectronics' coefficient of variation of 1532.79, and Risk Adjusted Performance of 0.055 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STMicroelectronics holds a performance score of 6. The entity has a beta of -0.88, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning STMicroelectronics are expected to decrease slowly. On the other hand, during market turmoil, STMicroelectronics is expected to outperform it slightly. Please check STMicroelectronics' total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether STMicroelectronics' existing price patterns will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
STMicroelectronics NV has modest reverse predictability. Overlapping area represents the amount of predictability between STMicroelectronics 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 STMicroelectronics price movement. The serial correlation of -0.46 indicates that about 46.0% of current STMicroelectronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 144.26 |
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 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 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 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 STMicroelectronics NV 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 February 1, 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 | 0.055 | |||
| Market Risk Adjusted Performance | (0.23) | |||
| Mean Deviation | 0.8104 | |||
| Semi Deviation | 0.5984 | |||
| Downside Deviation | 2.44 | |||
| Coefficient Of Variation | 1532.79 | |||
| Standard Deviation | 3.31 | |||
| Variance | 10.95 | |||
| Information Ratio | 0.0517 | |||
| Jensen Alpha | 0.2365 | |||
| Total Risk Alpha | 0.046 | |||
| Sortino Ratio | 0.07 | |||
| Treynor Ratio | (0.24) | |||
| Maximum Drawdown | 26.04 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 0.0992 | |||
| Downside Variance | 5.97 | |||
| Semi Variance | 0.3581 | |||
| Expected Short fall | (6.87) | |||
| Skewness | 7.48 | |||
| Kurtosis | 59.47 |
STMicroelectronics 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 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 | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 151.35 | ||
| Day Typical Price | 151.35 | ||
| Price Action Indicator | 0.08 |
Complementary Tools for STMicroelectronics Stock analysis
When running STMicroelectronics' price analysis, check to measure STMicroelectronics' 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' value examination focuses on studying past and present price action to predict the probability of STMicroelectronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STMicroelectronics' price. Additionally, you may evaluate how the addition of STMicroelectronics to your portfolios can decrease your overall portfolio volatility.
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