Alibaba Group Holding Limited
BABA · Consumer Cyclical · · USDFahodi Score STRONG SELL Mid-term (Position)
33
/ 100
Technical
25
Trend & RS
25
Momentum
33
Fundamental
67
Macro
24
Liquidity
80
| Component | Score | Weight |
|---|---|---|
| Technical | 25.0 | 20% |
| Trend & RS | 24.8 | 30% |
| Momentum | 32.9 | 15% |
| Fundamental | 66.7 | 10% |
| Macro | 23.6 | 20% |
| Liquidity | 80.5 | 5% |
Trade Setup
| Entry | 108.07 |
| Stop Loss | 101.23 (6.3%) |
| Target 1 (1:1) | 114.91 (+6.3%) |
| Target 2 (2:1) | 121.75 (+12.7%) |
| ATR(14) | 3.42 (3.2%) |
| Risk per Share | 6.84 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 70.7 | +0.83 | |
| Momentum | 29.9 | -0.80 | |
| Quality | 30.5 | -0.78 | |
| Composite | 43.7 | ||
Quality Scores
Piotroski F-Score
6
/9 —
Average
✓
✓
✗
✗
✓
✗
✓
✓
✓
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
Insufficient Data
Valuation vs Peers Fair Value
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 26.2 | 18.0 | +45% above |
| P/B Ratio | 1.6 | 2.5 | Below |
| Dividend Yield | 97.0% | 2.0% | Above avg |
Comparing against Consumer Cyclical median multiples.
Intrinsic Value (DCF) Significantly Overvalued
Intrinsic Value
67.49
vs
Market Price
108.07
Upside
-37.5%
| Margin of Safety | -60.1% |
| Stage 1 PV (5yr FCF) | 40,647,306,289 |
| Terminal Value PV | 127,254,473,655 |
| Total Enterprise Value | 167,901,779,944 |
Assumptions
| Base FCF | 8,219,509,725 |
| Growth Rate (5yr) | 8.6% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
18.57%
Full Kelly
9.28%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 33/100. Estimated win rate 50%, avg win 7.0%, avg loss 4.3%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG SELL
1
Bullish Signals
3
Bearish Signals
55.32
RSI(14)
-1.8836
MACD
Relative Strength (RS) WEAK RS
12
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | → FLAT (-10.9% vs SPY 3M) |
| RS vs Sector | UNDERPERFORMING (Consumer Cyclical) |
| RS New High | No (62d since high) |
| Sector Outperformance | -17.2% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
WEAK RS:
Underperformer — the stock is lagging the market. Avoid until RS trend reverses upward.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 55.32 | NEUTRAL |
| Macd | -1.8836 | BULLISH |
| Ma Cross | 108.43 / 124.36 | DEATH CROSS |
| Trend Short | BELOW SMA50 | |
| Trend Long | BELOW SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 2.07x | HIGH |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 181.10 |
| Bollinger Upper | 114.8 |
| SMA(200) | 124.36 |
| SMA(50) | 108.43 |
| SMA(20) | 105.09 |
| Current Price | 108.07 |
| Bollinger Lower | 95.37 |
| 52-Week Low | 91.99 |
| ATR(14) | 3.42 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
MARKDOWN
Confidence
100%
Acc: 0.0 |
Dist: 0.0 |
Markup: 0.0 |
Markdown: 2.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-10-30 | Normal | 0.9x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 1.18x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.71x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.59x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 2.07x | Normal bar — no special VSA pattern |
Ichimoku Cloud NEUTRAL
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 104.33 | Below Kijun |
| Kijun-sen (26) | 105.11 | Base line |
| Senkou A | 104.72 | Leading span A |
| Senkou B | 109.44 | Leading span B |
| Cloud | 104.72 – 109.44 | Bearish (Red) |
| Price vs Cloud | 108.07 | Inside Cloud |
| Chikou Span | 107.45 | Bullish |
| Alignment Score | 1/4 | NEUTRAL |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH
BB: 95.37 – 114.8 | KC: 100.17 – 110.0
Divergences (last 60 bars)
| Type | Indicator | Bars Ago | Strength |
|---|---|---|---|
| Regular Bullish | RSI | 21 | |
| Regular Bullish | RSI | 25 |
Anchored VWAP
VWAP: 112.64
Anchor: 2026-06-26 (52w Low)
BELOW AVWAP
-4.1%
Heikin-Ashi Trend
BULLISH
Full data via /api/advanced/BABA
Valuation
| Metric | Value |
|---|---|
| Market Cap | 268.85B |
| P/E (TTM) | 26.17 |
| Forward P/E | N/A |
| P/B | 1.61 |
| EPS | 4.13 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 8.6% |
| Profit Margin | 7.0% |
| ROE | 6.4% |
| Debt/Equity | 23.93 |
| Current Ratio | 1.36 |
| Dividend Yield | 97.0% |
| Payout Ratio | N/A |
| Beta | 0.40 |
Trading Data
108.07
Open
108.07
Day High
108.07
Day Low
18.98M
Volume (1.9x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)