how old is this piece? In the last few decade or so they have successfully simulated Alexandrite, it tends to fluoresce more strongly then natural stones. There was a lot of Alexandrite around in the 50s and 60s particularly in costume jewelry as it was cheap then but attractive. If the jewelry is from this era there is a good chance the stones are natural. Keep in mind no one test alone is enough to identify a natural stone, I advise looking for inclusions under a microscope or 25x loop as another way to identify if they are natural or Lab created.