  We study the thermal properties of a bulk Ni55Fe19Ga26 Heusler alloy in a
conduction calorimeter. At slow heating and cooling rates (1K/h), we compare
as-cast and annealed samples. We report a smaller thermal hysteresis after the
thermal treatment due to the stabilization of the 14M modulated structure in
the martensite phase. In ultraslow experiments (40mK/h), we detect and analyze
the calorimetric avalanches associated with the direct and reverse martensitic
transformation from cubic to 14M phase. This reveals a distribution of events
characterized by a power law with exponential cutoff $p(u) \propto
u^{-\varepsilon}\exp(-u/\xi)$ where $\varepsilon\sim 2$ and damping energies
$\xi=370$uJ (direct) and $\xi=27$uJ (reverse) that characterize the asymmetry
of the transformation.
