ABN AMRO's market value is the price at which a share of ABN AMRO trades on a public exchange. It measures the collective expectations of ABN AMRO Bank investors about its performance. ABN AMRO is selling for under 30.49 as of the 24th of January 2026; that is 1.23 percent down since the beginning of the trading day. The stock's last reported lowest price was 30.31. With this module, you can estimate the performance of a buy and hold strategy of ABN AMRO Bank and determine expected loss or profit from investing in ABN AMRO over a given investment horizon. Check out ABN AMRO Correlation, ABN AMRO Volatility and ABN AMRO Alpha and Beta module to complement your research on ABN AMRO.
Please note, there is a significant difference between ABN AMRO's value and its price as these two are different measures arrived at by different means. Investors typically determine if ABN AMRO is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ABN AMRO's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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 stock 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.
0.00
10/26/2025
No Change 0.00
0.0
In 2 months and 31 days
01/24/2026
0.00
If you would invest 0.00 in ABN AMRO on October 26, 2025 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 90 days. ABN AMRO is related to or competes with Daido Steel, Hyatt Hotels, BOIRON, and MELIA HOTELS. 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 stock 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.
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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ABN AMRO's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ABN AMRO appears to be very steady, given 3 months investment horizon. ABN AMRO Bank secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23 % 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 makes use of ABN AMRO's Coefficient Of Variation of 440.68, mean deviation of 1.1, and Downside Deviation of 1.46 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ABN AMRO holds a performance score of 18. The firm shows a Beta (market volatility) of 0.0697, 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. Please check ABN AMRO's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether ABN AMRO's price patterns will revert.
Auto-correlation
0.60
Good predictability
ABN AMRO Bank has good predictability. Overlapping area represents the amount of predictability between ABN AMRO time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. 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 0.6 indicates that roughly 60.0% of current ABN AMRO price fluctuation can be explain by its past prices.
Correlation Coefficient
0.6
Spearman Rank Test
0.66
Residual Average
0.0
Price Variance
0.47
Thematic Opportunities
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Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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.