Abbvie Cdr Stock Market Value
| ABBV Stock | 31.68 0.79 2.56% |
| Symbol | AbbVie |
AbbVie CDR '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 AbbVie CDR'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 AbbVie CDR.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in AbbVie CDR on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding AbbVie CDR or generate 0.0% return on investment in AbbVie CDR over 90 days. AbbVie CDR is related to or competes with IA Financial, IGM Financial, First National, Canso Credit, Highwood Asset, and DGL Investments. AbbVie CDR is entity of Canada. It is traded as Stock on TO exchange. More
AbbVie CDR 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 AbbVie CDR'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 AbbVie CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 9.84 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 2.76 |
AbbVie CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AbbVie CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AbbVie CDR's standard deviation. In reality, there are many statistical measures that can use AbbVie CDR historical prices to predict the future AbbVie CDR's volatility.| Risk Adjusted Performance | 0.0383 | |||
| Jensen Alpha | 0.0501 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4963 |
AbbVie CDR February 6, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0383 | |||
| Market Risk Adjusted Performance | 0.5063 | |||
| Mean Deviation | 1.22 | |||
| Semi Deviation | 1.63 | |||
| Downside Deviation | 1.71 | |||
| Coefficient Of Variation | 2439.38 | |||
| Standard Deviation | 1.7 | |||
| Variance | 2.89 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0501 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4963 | |||
| Maximum Drawdown | 9.84 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 2.76 | |||
| Downside Variance | 2.91 | |||
| Semi Variance | 2.66 | |||
| Expected Short fall | (1.25) | |||
| Skewness | 0.1497 | |||
| Kurtosis | 1.55 |
AbbVie CDR Backtested Returns
As of now, AbbVie Stock is very steady. AbbVie CDR secures Sharpe Ratio (or Efficiency) of 0.0141, which signifies that the company had a 0.0141 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for AbbVie CDR, which you can use to evaluate the volatility of the firm. Please confirm AbbVie CDR's risk adjusted performance of 0.0383, and Mean Deviation of 1.22 to double-check if the risk estimate we provide is consistent with the expected return of 0.0245%. AbbVie CDR has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AbbVie CDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding AbbVie CDR is expected to be smaller as well. AbbVie CDR right now shows a risk of 1.74%. Please confirm AbbVie CDR semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if AbbVie CDR will be following its price patterns.
Auto-correlation | 0.19 |
Very weak predictability
AbbVie CDR has very weak predictability. Overlapping area represents the amount of predictability between AbbVie CDR time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 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 AbbVie CDR price movement. The serial correlation of 0.19 indicates that over 19.0% of current AbbVie CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Pair Trading with AbbVie CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if AbbVie CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in AbbVie CDR will appreciate offsetting losses from the drop in the long position's value.Moving against AbbVie Stock
The ability to find closely correlated positions to AbbVie CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AbbVie CDR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back AbbVie CDR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling AbbVie CDR to buy it.
The correlation of AbbVie CDR is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AbbVie CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AbbVie CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for AbbVie CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in AbbVie Stock
AbbVie CDR financial ratios help investors to determine whether AbbVie Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in AbbVie with respect to the benefits of owning AbbVie CDR security.