All Steel is by definition an "Alloy" consisting of Iron and Carbon, Iron alloyed with Carbon where the carbon content is above 3% or so is considered Cast Iron.
Steel with the addition of Chromium above about 15% or more is called "Stainless Steel". Some are magnetic and some are not depending on the manufacturing process, cold working will often cause some steels to become magnetic.
I have found 440 SS to be magnetic in all conditions as an example.