STMicroelectronics (Germany) Technical Analysis
| SGM Stock | EUR 29.10 2.53 9.52% |
According to pricing data from the 12th of March 2026, STMicroelectronics trades at 29.10 per share. Quantitative signals reflect risk adjusted performance of 0.1387, and Coefficient Of Variation of 590.38. Volume-adjusted indicators are evaluated relative to historical ranges. Current technical signals are evaluated against industry dispersion.
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
Running a what-if backtest on STMicroelectronics NV 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' historical reward profile was stable enough to support the current thesis.
| 12/12/2025 |
| 03/12/2026 |
Starting with 0.00 in STMicroelectronics on December 12, 2025 and exiting today would produce 0.00 in total gains. That corresponds to a 0.0% net return in STMicroelectronics overall over 90 days. STMicroelectronics has comparable peers such as Tamburi Investment, Coeur Mining, Keck Seng, AGNC INVESTMENT, HK Electric, Mako Mining, and FIREWEED METALS. Peer context helps frame relative positioning. STMicroelectronics N.V., together with its subsidiaries, develops, manufactures, and markets semiconductor products worl... More
Upside and Downside Indicators for STMicroelectronics Overview
These indicators describe how STMicroelectronics momentum evolves across recent price ranges. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 2.85 | |||
| Information Ratio | 0.1727 | |||
| Maximum Drawdown | 16.01 | |||
| Value At Risk | -4.52 | |||
| Potential Upside | 6.92 |
Market Risk Indicators for STMicroelectronics Overview
Risk measures here provide context on STMicroelectronics' return distribution and drawdown behavior. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.1387 | |||
| Jensen Alpha | 0.5414 | |||
| Total Risk Alpha | 0.631 | |||
| Sortino Ratio | 0.1982 | |||
| Treynor Ratio | -6.75 |
Mean reversion opportunities in STMicroelectronics' arise when market prices disconnect from fundamental anchors such as earnings, book value, or historical price-to-earnings multiples.
STMicroelectronics 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 | 0.1387 | |||
| Market Risk Adjusted Performance | -6.74 | |||
| Mean Deviation | 2.29 | |||
| Semi Deviation | 2.28 | |||
| Downside Deviation | 2.85 | |||
| Coefficient Of Variation | 590.38 | |||
| Standard Deviation | 3.27 | |||
| Variance | 10.66 | |||
| Information Ratio | 0.1727 | |||
| Jensen Alpha | 0.5414 | |||
| Total Risk Alpha | 0.631 | |||
| Sortino Ratio | 0.1982 | |||
| Treynor Ratio | -6.75 | |||
| Maximum Drawdown | 16.01 | |||
| Value At Risk | -4.52 | |||
| Potential Upside | 6.92 | |||
| Downside Variance | 8.1 | |||
| Semi Variance | 5.21 | |||
| Expected Short fall | -2.59 | |||
| Skewness | 0.5132 | |||
| Kurtosis | 1.06 |
STMicroelectronics Backtested Returns
STMicroelectronics remains characterized by a very low volatility profile within the selected investment span. It maintains a Sharpe Ratio (Efficiency) of 0.16, representing adjusted performance consistency. We identified thirty technical indicators influencing the company's volatility profile. Please review metrics such as coefficient of variation of 590.38, and risk-adjusted performance of 0.1387 to assess internal risk calibration. On a scale of 0 to 100, STMicroelectronics holds a performance score of 12. The firm shows a Beta (market volatility) of -0.0805, which conveys relatively modest fluctuations relative to the market. As returns on the market increase, returns on STMicroelectronics tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, STMicroelectronics is likely to outperform the market. Please double-check STMicroelectronics' value at risk, downside variance, and the relationship between the treynor ratio and expected short fall, to make a quick decision on whether STMicroelectronics' current price movements will revert.
Auto-correlation | 0.87 |
Very good predictability
STMicroelectronics NV exhibits very good predictability. Autocorrelation measures the degree of predictability between STMicroelectronics time series from 12th of December 2025 to 26th of January 2026 and from 26th of January 2026 to 12th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of STMicroelectronics may be projected. A serial correlation of 0.87 indicates that approximately 87.0% of current STMicroelectronics price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 4.43 |
This technical analysis view for STMicroelectronics focuses on price, volume, and trend behavior. Typical tools include moving averages, relative strength index, regressions, and price correlations.
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
Technical analysis of STMicroelectronics evaluates price structure, momentum, and volatility clustering. Oscillator extremes can precede mean reversion under certain regimes. STMicroelectronics has a market cap of 25.67 B, P/E of 12.93, ROE of 1.0%. 
Raphi Shpitalnik · Junior Member of Macroaxis Editorial Board
Unless otherwise specified, financial data for STMicroelectronics NV is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
STMicroelectronics Stock is Curated By:
Raphi Shpitalnik · Junior Member of Macroaxis Editorial BoardSTMicroelectronics Technical Indicators
A technical review of STMicroelectronics NV 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 | 0.1387 | |||
| Market Risk Adjusted Performance | -6.74 | |||
| Mean Deviation | 2.29 | |||
| Semi Deviation | 2.28 | |||
| Downside Deviation | 2.85 | |||
| Coefficient Of Variation | 590.38 | |||
| Standard Deviation | 3.27 | |||
| Variance | 10.66 | |||
| Information Ratio | 0.1727 | |||
| Jensen Alpha | 0.5414 | |||
| Total Risk Alpha | 0.631 | |||
| Sortino Ratio | 0.1982 | |||
| Treynor Ratio | -6.75 | |||
| Maximum Drawdown | 16.01 | |||
| Value At Risk | -4.52 | |||
| Potential Upside | 6.92 | |||
| Downside Variance | 8.1 | |||
| Semi Variance | 5.21 | |||
| Expected Short fall | -2.59 | |||
| Skewness | 0.5132 | |||
| Kurtosis | 1.06 |
STMicroelectronics March 12, 2026 Daily Trend Indicators
A technical review of STMicroelectronics NV 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 | 3.01 | ||
| Rate Of Daily Change | 1.10 | ||
| Day Median Price | 29.08 | ||
| Day Typical Price | 29.09 | ||
| Price Action Indicator | 1.29 | ||
| Market Facilitation Index | 0.84 |
Popular Tools for STMicroelectronics Stock analysis
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like |