ASML — ASML Holding

_Last updated 2026-10-23 09:00 ET from report. Screening/research, not investment advice._

Business

Lithography systems (EUV/DUV) for chipmakers; Dutch — ASML IR.

Catalysts, guidance & news

• Reported 2026-10-14 BMO (TRAI /api/events: gap −2.38%, close-close −3.94%, EPS surprise +9.86%). Details of that report not researched in this slot.
• −6.93% on Oct 22 with the equipment complex (Yahoo Finance, 2026-10-22). In TRAI's mean-reversion fade-long bucket today.

TRAI data (2026-10-23 8:53 AM ET premarket run; daily stats = Oct 22 session)

• Sector (TRAI): Semis. Oct 22: -6.93%, relVol 1.38, ATR 3.77%, beta60 1.43, indicated gap -0.01%, signals: mean_reversion_fade_long (TRAI /api/latest).
• Next earnings: none on file (next = null) (TRAI /api/events, asOf 2026-10-23).
• Typical earnings reaction (last 4): avg |gap| 2.88% (0.78 ATR), max |gap| 3.56%, gap fill rate 50%, continuation 25%, avg day-1 move in gap direction -1.08% (TRAI /api/events).
• Recent events: 2026-01-27 AMC: gap +2.64%, day-1 -4.69%, close-close -2.18%, EPS surprise -2.72%; 2026-04-14 AMC: gap -2.95%, day-1 +0.56%, close-close -2.41%, EPS surprise 7.99%; 2026-07-13 AMC: gap +3.56%, day-1 -0.66%, close-close +2.87%, EPS surprise 9.09%; 2026-10-14 BMO: gap -2.38%, day-1 -1.60%, close-close -3.94%, EPS surprise 9.86% (TRAI /api/events).
• Correlation cluster 1 (avg ρ 0.588, 60d): ON, MCHP, TXN, ADI, CAT, ANET, VRT, GEV, ETN, AVGO, MU, TSM, ASML, KLAC, AMAT, LRCX, MRVL, ARM, AMD, INTC, NVDA, ORCL, SMCI, DELL (TRAI /api/correlations, asOf 2026-10-22).
• Highest 60d correlations: KLAC 0.86, LRCX 0.84, AMAT 0.80, TSM 0.79, CAT 0.74 (TRAI /api/correlations).

Report links

• 2026-10-23 09:00 — semis selloff

2026-11-02 12:00 update

• Day 2 as a TRAI fade-long: gapped +0.73%, +0.14% at 12:10 ET, below VWAP and OR30 low. 5-year replay after SMH ≤ −5% days (n 23): next-day o→c −0.07% (my calc). 2026-11-02 12:00 — semis day 2, fade-longs fail, compute/memory vs analog split