Well, it’s possible, but not using the shortcode (I’m guessing we’re talking about [event_embed] here?) “out of the box”.
It’s not something I’ve considered previously since event data is typically ordered by date: is there a particular reason it makes sense to do it alphabetically (I ask only in case there’s a broader use case – if there is, I’d consider adding this sort of facility to the plugin)?
One approach that might work nicely here is to register your own shortcode and use Event Rocket’s event embed facilities programmatically – you can then reorder the result set however you like and have a meaningful shortcode name to boot, like [alphabetical_event_list params=”…”].
I hope that helps!