Abg Sundal Collier Stock Market Value
| ABGSF Stock | USD 0.77 0.00 0.00% |
| Symbol | ABG |
ABG Sundal '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 ABG Sundal'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 ABG Sundal.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in ABG Sundal on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding ABG Sundal Collier or generate 0.0% return on investment in ABG Sundal over 180 days. ABG Sundal is related to or competes with Chinese Estates, SPARX Group, Firm Capital, Omni Bridgeway, Atrium Mortgage, Türkiye Sinai, and North American. ABG Sundal Collier Holding ASA, together with its subsidiaries, provides investment banking, stockbroking, and corporate... More
ABG Sundal 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 ABG Sundal'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 ABG Sundal Collier upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0335 | |||
| Maximum Drawdown | 13.24 |
ABG Sundal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABG Sundal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ABG Sundal's standard deviation. In reality, there are many statistical measures that can use ABG Sundal historical prices to predict the future ABG Sundal's volatility.| Risk Adjusted Performance | 0.0599 | |||
| Jensen Alpha | 0.1615 | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ABG Sundal'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.
ABG Sundal Collier Backtested Returns
At this point, ABG Sundal is dangerous. ABG Sundal Collier secures Sharpe Ratio (or Efficiency) of 0.0762, which signifies that the company had a 0.0762 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for ABG Sundal Collier, which you can use to evaluate the volatility of the entity. Please confirm ABG Sundal's variance of 3.53, and Mean Deviation of 0.5446 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. ABG Sundal has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ABG Sundal are expected to decrease at a much lower rate. During the bear market, ABG Sundal is likely to outperform the market. ABG Sundal Collier at this moment shows a risk of 1.88%. Please confirm ABG Sundal Collier mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to decide if ABG Sundal Collier will be following its price patterns.
Auto-correlation | 0.42 |
Average predictability
ABG Sundal Collier has average predictability. Overlapping area represents the amount of predictability between ABG Sundal time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 ABG Sundal Collier price movement. The serial correlation of 0.42 indicates that just about 42.0% of current ABG Sundal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ABG Sundal Collier lagged returns against current returns
Autocorrelation, which is ABG Sundal 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 ABG Sundal's pink sheet expected returns. We can calculate the autocorrelation of ABG Sundal returns to help us make a trade decision. For example, suppose you find that ABG Sundal 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 |
ABG Sundal 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 ABG Sundal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ABG Sundal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ABG Sundal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ABG Sundal Lagged Returns
When evaluating ABG Sundal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ABG Sundal pink sheet have on its future price. ABG Sundal 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, ABG Sundal autocorrelation shows the relationship between ABG Sundal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ABG Sundal Collier.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in ABG Pink Sheet
ABG Sundal financial ratios help investors to determine whether ABG Pink Sheet 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 ABG with respect to the benefits of owning ABG Sundal security.