Abrdn Plc Stock Market Value
| SLFPF Stock | USD 2.80 0.03 1.06% |
| Symbol | Abrdn |
Abrdn PLC '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 Abrdn PLC'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 Abrdn PLC.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Abrdn PLC on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Abrdn PLC or generate 0.0% return on investment in Abrdn PLC over 30 days. Abrdn PLC is related to or competes with Azimut Holding, Tikehau Capital, RIT Capital, Onex Corp, Fukuoka Financial, Eurazeo SE, and Discovery. abrdn plc provides asset management services in the United Kingdom, Europe, North America, and Asia More
Abrdn PLC 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 Abrdn PLC'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 Abrdn PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.19 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 11.85 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 3.79 |
Abrdn PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abrdn PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abrdn PLC's standard deviation. In reality, there are many statistical measures that can use Abrdn PLC historical prices to predict the future Abrdn PLC's volatility.| Risk Adjusted Performance | 0.021 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0943 |
Abrdn PLC Backtested Returns
At this point, Abrdn PLC is relatively risky. Abrdn PLC secures Sharpe Ratio (or Efficiency) of 0.0187, which signifies that the company had a 0.0187 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Abrdn PLC, which you can use to evaluate the volatility of the firm. Please confirm Abrdn PLC's Downside Deviation of 3.19, risk adjusted performance of 0.021, and Mean Deviation of 0.9747 to double-check if the risk estimate we provide is consistent with the expected return of 0.0374%. Abrdn PLC has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Abrdn PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abrdn PLC is expected to be smaller as well. Abrdn PLC right now shows a risk of 2.01%. Please confirm Abrdn PLC expected short fall, and the relationship between the value at risk and rate of daily change , to decide if Abrdn PLC will be following its price patterns.
Auto-correlation | 0.70 |
Good predictability
Abrdn PLC has good predictability. Overlapping area represents the amount of predictability between Abrdn PLC time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Abrdn PLC price movement. The serial correlation of 0.7 indicates that around 70.0% of current Abrdn PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Abrdn PLC lagged returns against current returns
Autocorrelation, which is Abrdn PLC 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 Abrdn PLC's pink sheet expected returns. We can calculate the autocorrelation of Abrdn PLC returns to help us make a trade decision. For example, suppose you find that Abrdn PLC 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 |
Abrdn PLC 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 Abrdn PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abrdn PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abrdn PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Abrdn PLC Lagged Returns
When evaluating Abrdn PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abrdn PLC pink sheet have on its future price. Abrdn PLC 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, Abrdn PLC autocorrelation shows the relationship between Abrdn PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Abrdn PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Abrdn Pink Sheet
Abrdn PLC financial ratios help investors to determine whether Abrdn 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 Abrdn with respect to the benefits of owning Abrdn PLC security.