Abn Amro Bank Stock Market Value
| AAVMY Stock | USD 16.95 0.07 0.41% |
| Symbol | ABN |
ABN AMRO 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to ABN AMRO's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of ABN AMRO.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in ABN AMRO on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding ABN AMRO Bank or generate 0.0% return on investment in ABN AMRO over 180 days. ABN AMRO is related to or competes with Barclays PLC, Bank of America, Bank of America, Banco Bilbao, ING Groep, and Banco De. ABN AMRO Bank N.V. provides various banking products and services to retail, private, and business clients in the Nether... More
ABN AMRO Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ABN AMRO's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ABN AMRO Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.67 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.32 |
ABN AMRO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABN AMRO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ABN AMRO's standard deviation. In reality, there are many statistical measures that can use ABN AMRO historical prices to predict the future ABN AMRO's volatility.| Risk Adjusted Performance | 0.0457 | |||
| Jensen Alpha | 0.0389 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.2679 |
ABN AMRO Bank Backtested Returns
At this stage we consider ABN Pink Sheet to be very steady. ABN AMRO Bank secures Sharpe Ratio (or Efficiency) of 0.0225, which signifies that the company had a 0.0225 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for ABN AMRO Bank, which you can use to evaluate the volatility of the entity. Please confirm ABN AMRO's Coefficient Of Variation of 1999.13, mean deviation of 1.01, and Downside Deviation of 1.48 to double-check if the risk estimate we provide is consistent with the expected return of 0.0314%. ABN AMRO has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ABN AMRO's returns are expected to increase less than the market. However, during the bear market, the loss of holding ABN AMRO is expected to be smaller as well. ABN AMRO Bank at this time shows a risk of 1.39%. Please confirm ABN AMRO Bank treynor ratio, as well as the relationship between the expected short fall and day median price , to decide if ABN AMRO Bank will be following its price patterns.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
ABN AMRO Bank has almost perfect reverse predictability. Overlapping area represents the amount of predictability between ABN AMRO time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ABN AMRO Bank price movement. The serial correlation of -0.73 indicates that around 73.0% of current ABN AMRO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
ABN AMRO Bank lagged returns against current returns
Autocorrelation, which is ABN AMRO pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting ABN AMRO's pink sheet expected returns. We can calculate the autocorrelation of ABN AMRO returns to help us make a trade decision. For example, suppose you find that ABN AMRO has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
ABN AMRO regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If ABN AMRO pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ABN AMRO pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ABN AMRO pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ABN AMRO Lagged Returns
When evaluating ABN AMRO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ABN AMRO pink sheet have on its future price. ABN AMRO autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, ABN AMRO autocorrelation shows the relationship between ABN AMRO pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ABN AMRO Bank.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for ABN Pink Sheet Analysis
When running ABN AMRO's price analysis, check to measure ABN AMRO's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ABN AMRO is operating at the current time. Most of ABN AMRO's value examination focuses on studying past and present price action to predict the probability of ABN AMRO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABN AMRO's price. Additionally, you may evaluate how the addition of ABN AMRO to your portfolios can decrease your overall portfolio volatility.