Alibaba Group Holding Limited

BABA · Consumer Cyclical · · USD

113.24 USD

+0.00 (1.28%)

● Updated 2026-09-07 21:07 Saudi Time ↻ Refresh

Short-term Mid-term Long-term

Fahodi Score STRONG SELL Short-term (Swing)

/ 100

Technical 0

Trend & RS 24

Momentum 33

Fundamental (0%) 53

Macro 64

Liquidity 51

Component	Score	Weight
Technical	0.0	40%
Trend & RS	23.6	20%
Momentum	33.4	20%
Fundamental	52.6	0%
Macro	64.4	15%
Liquidity	50.6	5%

Trade Setup

Entry	113.24
Stop Loss	106.02 (6.4%)
Target 1 (1:1)	120.46 (+6.4%)
Target 2 (2:1)	127.68 (+12.8%)

ATR(14)	3.61 (3.2%)
Risk per Share	7.22
Reward:Risk	2:1

ATR-based levels. Adjust for support/resistance zones.

Factor Profile

Factor	Score	Z
Value	80.4	+1.22
Momentum	33.4	-0.66
Quality	30.5	-0.78
Composite	48.1

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 1.93 — Grey Zone

Distress <1.81Grey 1.81–2.99>2.99 Safe

Valuation vs Peers Fair Value

Metric	Stock	Sector	vs Peers
P/E Ratio	25.6	18.0	+42% above
P/B Ratio	1.7	2.5	Below
Dividend Yield	93.0%	2.0%	Above avg

Comparing against Consumer Cyclical median multiples.

Intrinsic Value (DCF) Significantly Overvalued

Intrinsic Value

72.23

Market Price

113.24

Upside

-36.2%

Margin of Safety	-56.8%
Stage 1 PV (5yr FCF)	43,464,379,007
Terminal Value PV	136,073,879,872
Total Enterprise Value	179,538,258,879

Assumptions

Base FCF	8,789,165,103
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

4.38%

Recommended Size

9.73%

Full Kelly

4.87%

Half Kelly

5.0%

Max Cap (Moderate)

Kelly inputs derived from quant score 24/100. Estimated win rate 47%, avg win 6.4%, avg loss 4.5%. This is analytical output, not a recommendation to trade.

BEAR Regime: BEAR (20% confidence) — position size reduced 10%

Signal Summary STRONG SELL

Bullish Signals

Bearish Signals

40.95

RSI(14)

-2.0273

MACD

Relative Strength (RS) WEAK RS

/ 99

RS Rating

O'Neil filter: <80

RS vs SPY	→ FLAT (-10.3% vs SPY 3M)
RS vs Sector	INLINE (Consumer Cyclical)
RS New High	No (19d since high)
Sector Outperformance	-10.1% (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	40.95	NEUTRAL
Macd	-2.0273	BEARISH
Ma Cross	116.17 / 134.54	DEATH CROSS
Trend Short		BELOW SMA50
Trend Long		BELOW SMA200
Bollinger		MIDDLE
Volume	0.56x	NORMAL

Key Levels

Level	Price
52-Week High	192.67
Bollinger Upper	133.99
SMA(200)	134.54
SMA(50)	116.17
SMA(20)	120.98
Current Price	113.24
Bollinger Lower	107.97
52-Week Low	91.99
ATR(14)	3.61

Advanced Technical Analysis

Click to expand

Wyckoff Phase & Volume Spread Analysis

Wyckoff Phase

ACCUMULATION A Confidence

50%

Selling Climax Buying Climax

Acc: 3.0 | Dist: 3.0 | Markup: 0.0 | Markdown: 0.0

Volume Spread Analysis (last 5 bars)

Date	Signal	Vol	Description
2026-08-31	Normal	0.72x	Normal bar — no special VSA pattern
2026-09-01	Normal	0.77x	Normal bar — no special VSA pattern
2026-09-02	No Demand	0.53x	Low volume, narrow spread, weak close — no buying interest
2026-09-03	Normal	0.67x	Normal bar — no special VSA pattern
2026-09-04	No Supply	0.56x	Low volume, narrow spread, firm close — no selling pressure

Ichimoku Cloud NEUTRAL

Line	Value	Status
Tenkan-sen (9)	115.53	Below Kijun
Kijun-sen (26)	121.12	Base line
Senkou A	118.33	Leading span A
Senkou B	112.28	Leading span B
Cloud	112.28 – 118.33	Bullish (Green)
Price vs Cloud	113.24	Inside Cloud
Chikou Span	122.25	Bearish
Alignment Score	1/4	NEUTRAL