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Alstom SA (ALO.PA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINFR0010220475
SectorIndustrials
IndustrySpecialty Industrial Machinery

Highlights

Market Cap€5.80B
EPS-€0.29
PEG Ratio0.22
Revenue (TTM)€16.90B
Gross Profit (TTM)€1.97B
EBITDA (TTM)€891.00M
Year Range€10.66 - €28.39
Target Price€18.20

Share Price Chart


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Alstom SA

Popular comparisons: ALO.PA vs. AIR.PA, ALO.PA vs. ^GSPC

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Alstom SA, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
26.13%
19.62%
ALO.PA (Alstom SA)
Benchmark (^GSPC)

S&P 500

Returns By Period

Alstom SA had a return of 23.48% year-to-date (YTD) and -31.34% in the last 12 months. Over the past 10 years, Alstom SA had an annualized return of -3.17%, while the S&P 500 had an annualized return of 10.55%, indicating that Alstom SA did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date23.48%6.33%
1 month14.11%-2.81%
6 months26.17%21.13%
1 year-31.34%24.56%
5 years (annualized)-13.41%11.55%
10 years (annualized)-3.17%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.53%5.02%14.51%
2023-11.41%-43.58%-10.82%7.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ALO.PA is 25, indicating that it is in the bottom 25% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ALO.PA is 2525
Alstom SA(ALO.PA)
The Sharpe Ratio Rank of ALO.PA is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of ALO.PA is 2424Sortino Ratio Rank
The Omega Ratio Rank of ALO.PA is 2020Omega Ratio Rank
The Calmar Ratio Rank of ALO.PA is 2929Calmar Ratio Rank
The Martin Ratio Rank of ALO.PA is 3232Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Alstom SA (ALO.PA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ALO.PA
Sharpe ratio
The chart of Sharpe ratio for ALO.PA, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00-0.61
Sortino ratio
The chart of Sortino ratio for ALO.PA, currently valued at -0.49, compared to the broader market-4.00-2.000.002.004.006.00-0.49
Omega ratio
The chart of Omega ratio for ALO.PA, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for ALO.PA, currently valued at -0.35, compared to the broader market0.001.002.003.004.005.006.00-0.35
Martin ratio
The chart of Martin ratio for ALO.PA, currently valued at -0.79, compared to the broader market0.0010.0020.0030.00-0.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Alstom SA Sharpe ratio is -0.61. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.61
2.33
ALO.PA (Alstom SA)
Benchmark (^GSPC)

Dividends

Dividend History

Alstom SA granted a 1.66% dividend yield in the last twelve months. The annual payout for that period amounted to €0.25 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.25€0.25€0.25€0.25€0.00€5.10€0.32€0.23€0.00€0.00€0.00€0.78

Dividend yield

1.66%2.05%1.10%0.80%0.00%13.02%0.99%0.72%0.00%0.00%0.00%3.17%

Monthly Dividends

The table displays the monthly dividend distributions for Alstom SA. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.25€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.25€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.25€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€0.00€0.00€0.00€5.10€0.00€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.00€0.00€0.00€0.32€0.00€0.00€0.00€0.00€0.00
2017€0.00€0.00€0.00€0.00€0.00€0.00€0.23€0.00€0.00€0.00€0.00€0.00
2016€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2015€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2014€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2013€0.78€0.00€0.00€0.00€0.00€0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-92.93%
-2.88%
ALO.PA (Alstom SA)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Alstom SA. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Alstom SA was 98.01%, occurring on Aug 11, 2004. The portfolio has not yet recovered.

The current Alstom SA drawdown is 92.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.01%Jun 8, 2001806Aug 11, 2004
-46.7%Jun 26, 199868Oct 1, 1998187Jul 1, 1999255
-35.15%Dec 16, 199955Mar 2, 2000284Apr 18, 2001339
-22.59%Sep 21, 199940Nov 16, 199919Dec 13, 199959
-9.88%Jul 16, 199936Sep 3, 19994Sep 9, 199940

Volatility

Volatility Chart

The current Alstom SA volatility is 11.57%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
11.57%
3.38%
ALO.PA (Alstom SA)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Alstom SA over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items