ASML Holding (Netherlands) Technical Analysis
| ASML Stock | EUR 1,197 17.80 1.51% |
As of the 17th of March 2026, ASML Holding indicates a price level of 1,197.40 per share. Price-based signals reflect Mean Deviation of 1.86, risk adjusted performance of 0.1293, and Semi Deviation of 2.01. The model quantifies price stability and directional movement. Relative volatility positioning is benchmarked against peers.
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 |
What if' Analysis
What-if analysis for ASML Holding NV is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 12/17/2025 |
| 03/17/2026 |
If you invested 0.00 in ASML Holding on December 17, 2025 and closed the position today, you would earn 0.00 in overall gains. Overall, this is a 0.0% total return in ASML Holding on balance over 90 days. ASML Holding is often compared with ASM International, BE Semiconductor, Adyen NV, NV Nederlandsche, TKH Group, Ctac NV, and Azerion Group based on sector and business overlap. Peer context helps frame relative positioning. ASML Holding N.V. develops, produces, markets, sells, and services advanced semiconductor equipment systems consisting o... More
ASML Holding Upside and Downside Indicators Signals
This section highlights upside and downside signals that contextualize ASML Holding price behavior. The signals are presented as informational context for recent price movement.
| Downside Deviation | 2.37 | |||
| Information Ratio | 0.1593 | |||
| Maximum Drawdown | 11.39 | |||
| Value At Risk | -4.01 | |||
| Potential Upside | 6.01 |
ASML Holding Market Risk Indicators Dashboard
Market risk indicators summarize volatility and return dispersion for ASML Holding. The signals are informational and describe volatility patterns.| Risk Adjusted Performance | 0.1293 | |||
| Jensen Alpha | 0.3781 | |||
| Total Risk Alpha | 0.4666 | |||
| Sortino Ratio | 0.1722 | |||
| Treynor Ratio | -2.79 |
Mean reversion in ASML Holding is more reliable over longer time horizons. Short-term deviations can persist and even widen before correcting, making position sizing and risk management critical.
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 | 0.1293 | |||
| Market Risk Adjusted Performance | -2.78 | |||
| Mean Deviation | 1.86 | |||
| Semi Deviation | 2.01 | |||
| Downside Deviation | 2.37 | |||
| Coefficient Of Variation | 654.1 | |||
| Standard Deviation | 2.56 | |||
| Variance | 6.57 | |||
| Information Ratio | 0.1593 | |||
| Jensen Alpha | 0.3781 | |||
| Total Risk Alpha | 0.4666 | |||
| Sortino Ratio | 0.1722 | |||
| Treynor Ratio | -2.79 | |||
| Maximum Drawdown | 11.39 | |||
| Value At Risk | -4.01 | |||
| Potential Upside | 6.01 | |||
| Downside Variance | 5.62 | |||
| Semi Variance | 4.04 | |||
| Expected Short fall | -1.98 | |||
| Skewness | 0.4941 | |||
| Kurtosis | 0.7139 |
ASML Holding NV Backtested Returns
ASML Holding posts a very low volatility profile during the defined timeframe. It exhibits a Sharpe Ratio (Efficiency) of 0.22, indicating risk-adjusted returns over the last 3 months. Technical screening detected twenty-nine indicators influencing risk dynamics. Please review metrics such as mean deviation of 1.86, risk-adjusted performance of 0.1293, and Semi Deviation of 2.01 to examine volatility dispersion. On a scale of 0 to 100, ASML Holding holds a performance score of 17. The firm maintains a market beta of -0.14, which implies relatively modest fluctuations relative to the market. Returns on ASML Holding tend to move against the broader market, though the counter-movement is modest relative to the index. Please verify ASML Holding's jensen alpha, total risk alpha, and the relationship between the standard deviation and sortino ratio, to make a quick decision on whether ASML Holding's current trending patterns will revert.
Auto-correlation | 0.06 |
Virtually no predictability
ASML Holding NV shows virtually no predictability when comparing price series from 17th of December 2025 to 31st of January 2026 against from 31st of January 2026 to 17th of March 2026. A strong serial relationship would imply that ASML Holding's recent trajectory contains information about its near-term direction. With a serial correlation of 0.06, barely 6.0% of ASML Holding's price variation is attributable to patterns in preceding intervals.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 1248.78 |
ASML Holding technical stock analysis uses price and volume transformations to study behavior. Common inputs include moving averages, RSI, regressions, and price-return correlations.
Technical Analysis
This analysis covers twenty-seven data points across the selected time horizon. 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.
Technical Analysis Methodology & Indicators
Technical analysis of ASML Holding evaluates price structure, momentum, and volatility clustering. Technical signals complement fundamental exposure context. ASML Holding has a market cap of 464.77 B, P/E of 52.08, ROE of 50.46%.
The analytics block for ASML Holding NV relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardASML Holding Technical Indicators
Technical indicators tied to ASML Holding NV help investors translate chart behavior into a more structured framework for entry, exit, and risk control. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1293 | |||
| Market Risk Adjusted Performance | -2.78 | |||
| Mean Deviation | 1.86 | |||
| Semi Deviation | 2.01 | |||
| Downside Deviation | 2.37 | |||
| Coefficient Of Variation | 654.1 | |||
| Standard Deviation | 2.56 | |||
| Variance | 6.57 | |||
| Information Ratio | 0.1593 | |||
| Jensen Alpha | 0.3781 | |||
| Total Risk Alpha | 0.4666 | |||
| Sortino Ratio | 0.1722 | |||
| Treynor Ratio | -2.79 | |||
| Maximum Drawdown | 11.39 | |||
| Value At Risk | -4.01 | |||
| Potential Upside | 6.01 | |||
| Downside Variance | 5.62 | |||
| Semi Variance | 4.04 | |||
| Expected Short fall | -1.98 | |||
| Skewness | 0.4941 | |||
| Kurtosis | 0.7139 |
March 17, 2026 Daily Trend Indicators
Technical indicators tied to ASML Holding NV help investors translate chart behavior into a more structured framework for entry, exit, and risk control. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Accumulation Distribution | 15,807 | ||
| Daily Balance Of Power | 0.51 | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 1,192 | ||
| Day Typical Price | 1,194 | ||
| Price Action Indicator | 14.30 |
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