Absa (South Africa) Performance
| ABG Stock | 25,504 364.00 1.45% |
On a scale of 0 to 100, Absa holds a performance score of 31. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Absa are expected to decrease at a much lower rate. During the bear market, Absa is likely to outperform the market. Please check Absa's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Absa's price patterns will revert.
Risk-Adjusted Performance
Strong
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Absa Group are ranked lower than 31 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady technical and fundamental indicators, Absa exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 16.8 B | |
| Total Cashflows From Investing Activities | -3.5 B |
Absa |
Absa Relative Risk vs. Return Landscape
If you would invest 1,957,600 in Absa Group on October 29, 2025 and sell it today you would earn a total of 592,800 from holding Absa Group or generate 30.28% return on investment over 90 days. Absa Group is generating 0.4404% of daily returns and assumes 1.0934% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than Absa, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Absa Target Price Odds to finish over Current Price
The tendency of Absa Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 25,504 | 90 days | 25,504 | nearly 4.01 |
Based on a normal probability distribution, the odds of Absa to move above the current price in 90 days from now is nearly 4.01 (This Absa Group probability density function shows the probability of Absa Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Absa Group has a beta of -0.17. This suggests as returns on the benchmark increase, returns on holding Absa are expected to decrease at a much lower rate. During a bear market, however, Absa Group is likely to outperform the market. Additionally Absa Group has an alpha of 0.4276, implying that it can generate a 0.43 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Absa Price Density |
| Price |
Predictive Modules for Absa
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Absa Group. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Absa Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Absa is not an exception. The market had few large corrections towards the Absa's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Absa Group, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Absa within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.43 | |
β | Beta against Dow Jones | -0.17 | |
σ | Overall volatility | 1,976 | |
Ir | Information ratio | 0.32 |
Absa Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Absa for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Absa Group can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Absa is showing solid risk-adjusted performance over 90 days | |
| About 61.0% of the company shares are held by institutions such as insurance companies |
Absa Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Absa Stock often depends not only on the future outlook of the current and potential Absa's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Absa's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 831.6 M | |
| Cash And Short Term Investments | 66 B |
Absa Fundamentals Growth
Absa Stock prices reflect investors' perceptions of the future prospects and financial health of Absa, and Absa 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 Absa Stock performance.
| Return On Equity | 0.15 | |||
| Return On Asset | 0.0132 | |||
| Profit Margin | 0.24 % | |||
| Operating Margin | 0.37 % | |||
| Current Valuation | 67.64 B | |||
| Shares Outstanding | 830.57 M | |||
| Price To Book | 1.18 X | |||
| Price To Sales | 1.91 X | |||
| Revenue | 91.32 B | |||
| EBITDA | 67.78 B | |||
| Book Value Per Share | 156.68 X | |||
| Cash Flow From Operations | 6.47 B | |||
| Earnings Per Share | 24.15 X | |||
| Total Asset | 1.64 T | |||
About Absa Performance
By analyzing Absa's fundamental ratios, stakeholders can gain valuable insights into Absa's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Absa 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 Absa has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Absa Group performance evaluation
Checking the ongoing alerts about Absa for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Absa Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Absa is showing solid risk-adjusted performance over 90 days | |
| About 61.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Absa'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 Absa's stock is overvalued or undervalued compared to its peers.
- Examining Absa'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 Absa's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Absa's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Absa's stock. These opinions can provide insight into Absa's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Absa Stock analysis
When running Absa's price analysis, check to measure Absa'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 Absa is operating at the current time. Most of Absa's value examination focuses on studying past and present price action to predict the probability of Absa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Absa's price. Additionally, you may evaluate how the addition of Absa to your portfolios can decrease your overall portfolio volatility.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency |