ABC Arbitrage (France) Performance
| ABCA Stock | EUR 5.10 0.01 0.20% |
ABC Arbitrage has a performance score of 5 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ABC Arbitrage's returns are expected to increase less than the market. However, during the bear market, the loss of holding ABC Arbitrage is expected to be smaller as well. ABC arbitrage SA at this moment owns a risk of 1.11%. Please confirm ABC arbitrage SA semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if ABC arbitrage SA will be following its current price history.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in ABC arbitrage SA are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, ABC Arbitrage is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 8.8 M | |
| Total Cashflows From Investing Activities | -707 K |
ABC |
ABC Arbitrage Relative Risk vs. Return Landscape
If you would invest 488.00 in ABC arbitrage SA on November 5, 2024 and sell it today you would earn a total of 22.00 from holding ABC arbitrage SA or generate 4.51% return on investment over 90 days. ABC arbitrage SA is generating 0.0772% of daily returns and assumes 1.1133% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than ABC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ABC Arbitrage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABC Arbitrage's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ABC arbitrage SA, and traders can use it to determine the average amount a ABC Arbitrage's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0694
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Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average ABC Arbitrage is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ABC Arbitrage by adding it to a well-diversified portfolio.
ABC Arbitrage Fundamentals Growth
ABC Stock prices reflect investors' perceptions of the future prospects and financial health of ABC Arbitrage, and ABC Arbitrage fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ABC Stock performance.
| Return On Equity | 0.17 | |||
| Return On Asset | 0.11 | |||
| Profit Margin | 0.45 % | |||
| Operating Margin | 0.52 % | |||
| Current Valuation | 270.38 M | |||
| Shares Outstanding | 59.14 M | |||
| Price To Earning | 18.58 X | |||
| Price To Book | 2.37 X | |||
| Price To Sales | 6.38 X | |||
| Revenue | 64.32 M | |||
| EBITDA | 37.12 M | |||
| Cash And Equivalents | 140.86 M | |||
| Cash Per Share | 2.43 X | |||
| Book Value Per Share | 2.72 X | |||
| Cash Flow From Operations | 34.05 M | |||
| Earnings Per Share | 0.45 X | |||
| Total Asset | 185.2 M | |||
| Retained Earnings | 24 M | |||
| Current Asset | 150 M | |||
| Current Liabilities | 11 M | |||
About ABC Arbitrage Performance
By analyzing ABC Arbitrage's fundamental ratios, stakeholders can gain valuable insights into ABC Arbitrage's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ABC Arbitrage has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ABC Arbitrage has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
ABC Arbitrage SA, together with its subsidiaries, develops arbitrage strategies for liquid assets worldwide. The company was founded in 1995 and is based in Paris, France. ABC ARBITRAGE operates under Asset Management classification in France and is traded on Paris Stock Exchange. It employs 83 people.Things to note about ABC arbitrage SA performance evaluation
Checking the ongoing alerts about ABC Arbitrage for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ABC arbitrage SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 47.0% of the company shares are held by company insiders |
- Analyzing ABC Arbitrage's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether ABC Arbitrage's stock is overvalued or undervalued compared to its peers.
- Examining ABC Arbitrage's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating ABC Arbitrage's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ABC Arbitrage's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ABC Arbitrage's stock. These opinions can provide insight into ABC Arbitrage's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ABC Stock analysis
When running ABC Arbitrage's price analysis, check to measure ABC Arbitrage'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 ABC Arbitrage is operating at the current time. Most of ABC Arbitrage's value examination focuses on studying past and present price action to predict the probability of ABC Arbitrage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABC Arbitrage's price. Additionally, you may evaluate how the addition of ABC Arbitrage to your portfolios can decrease your overall portfolio volatility.
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