ABN Amro (Netherlands) Performance
| ABN Stock | EUR 14.89 0.15 1.02% |
The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ABN Amro's returns are expected to increase less than the market. However, during the bear market, the loss of holding ABN Amro is expected to be smaller as well. At this point, ABN Amro Group has a negative expected return of -0.0695%. Please make sure to confirm ABN Amro's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if ABN Amro Group performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ABN Amro Group has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, ABN Amro is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 68 B |
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ABN Amro Relative Risk vs. Return Landscape
If you would invest 1,564 in ABN Amro Group on August 28, 2024 and sell it today you would lose (75.00) from holding ABN Amro Group or give up 4.8% of portfolio value over 90 days. ABN Amro Group is producing return of less than zero assuming 1.2149% volatility of returns over the 90 days investment horizon. Simply put, 10% of all stocks have less volatile historical return distribution than ABN Amro, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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ABN Amro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABN Amro's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ABN Amro Group, and traders can use it to determine the average amount a ABN Amro'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 = -0.0572
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| Negative Returns | ABN |
Estimated Market Risk
| 1.21 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ABN Amro is not performing at its full potential. However, 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 ABN Amro by adding ABN Amro to a well-diversified portfolio.
ABN Amro Fundamentals Growth
ABN Stock prices reflect investors' perceptions of the future prospects and financial health of ABN Amro, and ABN Amro 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 ABN Stock performance.
| Return On Equity | 0.0834 | |||
| Return On Asset | 0.0048 | |||
| Profit Margin | 0.24 % | |||
| Operating Margin | 0.30 % | |||
| Current Valuation | 6.45 B | |||
| Shares Outstanding | 897.52 M | |||
| Price To Earning | 62.03 X | |||
| Price To Book | 0.49 X | |||
| Price To Sales | 1.37 X | |||
| Revenue | 7.8 B | |||
| EBITDA | 3.84 B | |||
| Cash And Equivalents | 101.06 B | |||
| Cash Per Share | 107.51 X | |||
| Total Debt | 95.69 B | |||
| Book Value Per Share | 25.42 X | |||
| Cash Flow From Operations | 9.6 B | |||
| Earnings Per Share | 1.95 X | |||
| Total Asset | 379.58 B | |||
About ABN Amro Performance
Assessing ABN Amro's fundamental ratios provides investors with valuable insights into ABN Amro's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ABN Amro is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
ABN AMRO Bank N.V. provides various banking products and services in the Netherlands and internationally. ABN AMRO Bank N.V. was incorporated in 2009 and is based in Amsterdam, the Netherlands. ABN AMRO is traded on Amsterdam Stock Exchange in Netherlands.Things to note about ABN Amro Group performance evaluation
Checking the ongoing alerts about ABN Amro for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ABN Amro Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ABN Amro Group generated a negative expected return over the last 90 days |
- Analyzing ABN Amro'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 ABN Amro's stock is overvalued or undervalued compared to its peers.
- Examining ABN Amro'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 ABN Amro's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ABN Amro's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ABN Amro's stock. These opinions can provide insight into ABN Amro's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for ABN Stock Analysis
When running ABN Amro's price analysis, check to measure ABN Amro'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 ABN Amro is operating at the current time. Most of ABN Amro's value examination focuses on studying past and present price action to predict the probability of ABN Amro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABN Amro's price. Additionally, you may evaluate how the addition of ABN Amro to your portfolios can decrease your overall portfolio volatility.