STMICROELECTRONICS (Germany) Technical Analysis
| SGM Stock | EUR 29.41 0.49 1.69% |
As of the 13th of March 2026, STMICROELECTRONICS is trading near 29.41 per share. Technical analytics identify risk adjusted performance of 0.1336, and Standard Deviation of 3.82. The analytical framework assesses directional consistency across time frames. Peer-relative positioning is derived from normalized indicator data.
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 |
What if' Analysis
Running a what-if backtest on STMICROELECTRONICS gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether STMICROELECTRONICS's historical reward profile was stable enough to support the current thesis.
| 12/13/2025 |
| 03/13/2026 |
An initial 0.00 allocation to STMICROELECTRONICS on December 13, 2025 held through today would generate 0.00 in overall gains. In total, that is a 0.0% total return in STMICROELECTRONICS for the period across 90 days. STMICROELECTRONICS is often compared with UnitedHealth Group, Johnson Johnson, Bank of America, ROCHE HLDG, LOréal SA, Abbott Laboratories, and Eli Lilly based on sector and business overlap. The list provides context for relative analysis. STMICROELECTRONICS trades publicly on the Berlin Exchange exchange. More
STMICROELECTRONICS Momentum Range Indicators Dashboard
This section highlights upside and downside signals that contextualize STMICROELECTRONICS price behavior. The indicators are presented as neutral context for price dynamics.
| Downside Deviation | 0.8866 | |||
| Information Ratio | 0.1677 | |||
| Maximum Drawdown | 29.9 | |||
| Value At Risk | -0.23 | |||
| Potential Upside | 1.33 |
STMICROELECTRONICS Volatility and Risk Indicators Dashboard
This section presents risk metrics that describe STMICROELECTRONICS' historical price variability. The indicators highlight how volatility has behaved across recent periods.| Risk Adjusted Performance | 0.1336 | |||
| Jensen Alpha | 0.5844 | |||
| Total Risk Alpha | 0.8221 | |||
| Sortino Ratio | 0.7226 | |||
| Treynor Ratio | -3.35 |
While mean reversion in STMICROELECTRONICS is a statistically observable tendency, it operates on uncertain timelines. Positions sized too aggressively against the trend can suffer sustained losses before reversion occurs.
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 | 0.1336 | |||
| Market Risk Adjusted Performance | -3.34 | |||
| Mean Deviation | 1.14 | |||
| Downside Deviation | 0.8866 | |||
| Coefficient Of Variation | 633.61 | |||
| Standard Deviation | 3.82 | |||
| Variance | 14.59 | |||
| Information Ratio | 0.1677 | |||
| Jensen Alpha | 0.5844 | |||
| Total Risk Alpha | 0.8221 | |||
| Sortino Ratio | 0.7226 | |||
| Treynor Ratio | -3.35 | |||
| Maximum Drawdown | 29.9 | |||
| Value At Risk | -0.23 | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.786 | |||
| Semi Variance | -0.52 | |||
| Expected Short fall | -3.35 | |||
| Skewness | 7.58 | |||
| Kurtosis | 59.53 |
STMICROELECTRONICS Backtested Returns
STMICROELECTRONICS continues to exhibit a low volatility profile over the designated horizon. It maintains a Sharpe Ratio of 0.14, illustrating dispersion-adjusted performance. We identified twenty-nine technical indicators influencing the company's volatility profile. Please examine metrics such as standard deviation of 3.82, and risk-adjusted performance of 0.1336 to validate volatility assumptions. On a scale of 0 to 100, STMICROELECTRONICS holds a performance score of 10. The company owns a Beta (Systematic Risk) of -0.18, which signifies relatively modest fluctuations relative to the market. STMICROELECTRONICS shows a mild inverse relationship with the market, drifting lower in rallies and holding up during downturns. Please confirm STMICROELECTRONICS's treynor ratio, maximum drawdown, and the relationship between the sortino ratio and value at risk, to make a quick decision on whether STMICROELECTRONICS's historical returns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
The autocorrelation profile for STMICROELECTRONICS registers no correlation between past and present between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling STMICROELECTRONICS's near-term price behavior. A serial correlation of 0.0 indicates that just 0.0% of current STMICROELECTRONICS price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Technical analysis for STMICROELECTRONICS examines price and volume behavior across market regimes. The analysis highlights moving averages, RSI, and price correlation signals across the stock cycle.
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.
Technical Analysis Methodology & Indicators
Technical analysis of STMICROELECTRONICS evaluates price structure, momentum, and volatility clustering. Price movements may be comparatively less responsive to macroeconomic volatility. STMICROELECTRONICS has a market cap of 38.51 B.
Data shown for STMICROELECTRONICS is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardSTMICROELECTRONICS Technical Indicators
A technical review of STMICROELECTRONICS can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1336 | |||
| Market Risk Adjusted Performance | -3.34 | |||
| Mean Deviation | 1.14 | |||
| Downside Deviation | 0.8866 | |||
| Coefficient Of Variation | 633.61 | |||
| Standard Deviation | 3.82 | |||
| Variance | 14.59 | |||
| Information Ratio | 0.1677 | |||
| Jensen Alpha | 0.5844 | |||
| Total Risk Alpha | 0.8221 | |||
| Sortino Ratio | 0.7226 | |||
| Treynor Ratio | -3.35 | |||
| Maximum Drawdown | 29.9 | |||
| Value At Risk | -0.23 | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.786 | |||
| Semi Variance | -0.52 | |||
| Expected Short fall | -3.35 | |||
| Skewness | 7.58 | |||
| Kurtosis | 59.53 |
March 13, 2026 Daily Trend Indicators
A technical review of STMICROELECTRONICS can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.03 | ||
| Daily Balance Of Power | 0.59 | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 29.20 | ||
| Day Typical Price | 29.27 | ||
| Price Action Indicator | 0.46 | ||
| Market Facilitation Index | 0.83 |
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