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Alstom PK (ALSMY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0212442075
SectorIndustrials
IndustryRailroads

Highlights

Market Cap$8.26B
EPS (TTM)-$0.09
PEG Ratio0.21
Total Revenue (TTM)$17.62B
Gross Profit (TTM)$2.21B
EBITDA (TTM)$1.33B
Year Range$1.09 - $2.43

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

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


-100.00%0.00%100.00%200.00%300.00%400.00%AprilMayJuneJulyAugustSeptember
-61.65%
444.43%
ALSMY (Alstom PK)
Benchmark (^GSPC)

Returns By Period

Alstom PK had a return of 45.80% year-to-date (YTD) and -24.26% in the last 12 months. Over the past 10 years, Alstom PK had an annualized return of -3.35%, while the S&P 500 had an annualized return of 10.92%, indicating that Alstom PK did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date45.80%17.95%
1 month-1.60%3.13%
6 months46.45%9.95%
1 year-24.26%24.88%
5 years (annualized)-12.60%13.37%
10 years (annualized)-3.35%10.92%

Monthly Returns

The table below presents the monthly returns of ALSMY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.20%4.62%14.31%4.26%22.75%-10.38%17.58%4.12%45.80%
202321.27%-0.10%-7.66%-7.85%9.28%8.64%3.79%-9.72%-13.58%-43.67%-7.94%8.46%-44.26%
2022-9.52%-19.93%-7.97%-5.87%22.13%-17.05%5.73%-12.45%-20.66%25.73%24.15%-4.84%-30.64%
2021-4.44%-7.93%-0.42%9.47%3.22%-10.54%-17.35%3.64%-11.40%-6.44%-0.53%0.20%-37.32%
202012.09%-8.02%-14.37%-2.22%2.86%10.50%20.08%-0.13%-10.61%-10.11%43.81%-4.63%29.68%
20190.12%7.81%-0.35%1.29%3.71%1.97%9.15%-1.52%-3.15%4.27%0.95%8.62%37.14%
20185.99%-4.50%7.06%1.18%3.77%-2.79%-1.31%-1.56%1.13%-2.06%0.23%-8.13%-2.00%
20172.21%-3.51%10.02%5.94%10.46%-0.43%3.20%-0.53%19.60%-4.50%1.92%0.48%51.83%
2016-12.61%-18.03%16.79%-0.16%-1.68%-7.72%6.17%7.27%0.19%1.36%1.08%1.84%-9.77%
20151.11%0.88%-6.91%1.82%-0.54%-9.25%4.27%4.84%-0.61%6.33%-6.07%-0.55%-5.85%
2014-22.18%-4.86%1.15%49.82%-3.32%-7.88%-1.29%-1.39%-3.58%1.67%0.81%-7.30%-10.91%
201311.68%-0.41%-7.74%0.76%-8.11%-13.38%7.00%4.03%1.51%4.52%-1.21%-0.87%-4.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ALSMY is 32, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ALSMY is 3232
ALSMY (Alstom PK)
The Sharpe Ratio Rank of ALSMY is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of ALSMY is 3131Sortino Ratio Rank
The Omega Ratio Rank of ALSMY is 3131Omega Ratio Rank
The Calmar Ratio Rank of ALSMY is 3232Calmar Ratio Rank
The Martin Ratio Rank of ALSMY is 3838Martin 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 PK (ALSMY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ALSMY
Sharpe ratio
The chart of Sharpe ratio for ALSMY, currently valued at -0.36, compared to the broader market-4.00-2.000.002.00-0.36
Sortino ratio
The chart of Sortino ratio for ALSMY, currently valued at -0.08, compared to the broader market-6.00-4.00-2.000.002.004.00-0.08
Omega ratio
The chart of Omega ratio for ALSMY, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for ALSMY, currently valued at -0.27, compared to the broader market0.001.002.003.004.005.00-0.27
Martin ratio
The chart of Martin ratio for ALSMY, currently valued at -0.54, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-0.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.03, compared to the broader market-4.00-2.000.002.002.03
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-6.00-4.00-2.000.002.004.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.001.002.003.004.005.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.70, compared to the broader market-10.00-5.000.005.0010.0015.0020.009.70

Sharpe Ratio

The current Alstom PK Sharpe ratio is -0.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Alstom PK with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.36
2.03
ALSMY (Alstom PK)
Benchmark (^GSPC)

Dividends

Dividend History

Alstom PK granted a 5.13% dividend yield in the last twelve months. The annual payout for that period amounted to $0.09 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.09$0.03$0.02$0.03$0.00$0.62$0.04$0.03$0.00$0.00$0.00$0.11

Dividend yield

5.13%1.98%1.02%0.83%0.00%14.01%1.09%0.74%0.00%0.00%0.00%3.18%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.09
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.03
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.02
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.03
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$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.00$0.00$0.00$0.00$0.00$0.62
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.04
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.03
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$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$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$0.00
2013$0.11$0.00$0.00$0.00$0.00$0.00$0.11

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.1%
Alstom PK has a dividend yield of 5.13%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%177.6%
Alstom PK has a payout ratio of 177.58%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-66.31%
-0.73%
ALSMY (Alstom PK)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Alstom PK. 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 PK was 80.17%, occurring on Dec 13, 2023. The portfolio has not yet recovered.

The current Alstom PK drawdown is 66.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.17%Dec 4, 2020761Dec 13, 2023
-69.94%Oct 19, 20091544Jun 27, 2016993Nov 18, 20202537
-5.85%Nov 20, 20202Nov 23, 20203Nov 27, 20205
-5.81%Sep 18, 20092Sep 21, 20091Sep 22, 20093
-5.1%Sep 28, 20092Sep 30, 20091Oct 16, 20093

Volatility

Volatility Chart

The current Alstom PK volatility is 10.01%, 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%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.01%
4.36%
ALSMY (Alstom PK)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Alstom PK.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items