ABC Arbitrage (France) Technical Analysis
| ABCA Stock | EUR 5.55 0.02 0.36% |
As of the 5th of February, ABC Arbitrage owns the market risk adjusted performance of 0.5269, and Coefficient Of Variation of 1019.85. ABC arbitrage SA technical analysis gives you the methodology to make use of past data patterns to determine a pattern that approximates the direction of the entity's future prices.
ABC Arbitrage Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as ABC, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ABCABC |
ABC Arbitrage '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 ABC Arbitrage's stock 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 ABC Arbitrage.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in ABC Arbitrage on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding ABC arbitrage SA or generate 0.0% return on investment in ABC Arbitrage over 90 days. ABC Arbitrage is related to or competes with Caisse Regionale, Bourse Direct, Caisse Regionale, IDI SCA, Airtime Partecipazioni, Ca Toulouse, and Caisse Rgionale. ABC Arbitrage SA, together with its subsidiaries, develops arbitrage strategies for liquid assets worldwide More
ABC Arbitrage 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 ABC Arbitrage's stock 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 ABC arbitrage SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9838 | |||
| Information Ratio | 0.0237 | |||
| Maximum Drawdown | 4.21 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.51 |
ABC Arbitrage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABC Arbitrage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ABC Arbitrage's standard deviation. In reality, there are many statistical measures that can use ABC Arbitrage historical prices to predict the future ABC Arbitrage's volatility.| Risk Adjusted Performance | 0.0736 | |||
| Jensen Alpha | 0.0671 | |||
| Total Risk Alpha | 0.0108 | |||
| Sortino Ratio | 0.0209 | |||
| Treynor Ratio | 0.5169 |
ABC Arbitrage February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0736 | |||
| Market Risk Adjusted Performance | 0.5269 | |||
| Mean Deviation | 0.6349 | |||
| Semi Deviation | 0.7989 | |||
| Downside Deviation | 0.9838 | |||
| Coefficient Of Variation | 1019.85 | |||
| Standard Deviation | 0.8675 | |||
| Variance | 0.7525 | |||
| Information Ratio | 0.0237 | |||
| Jensen Alpha | 0.0671 | |||
| Total Risk Alpha | 0.0108 | |||
| Sortino Ratio | 0.0209 | |||
| Treynor Ratio | 0.5169 | |||
| Maximum Drawdown | 4.21 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.51 | |||
| Downside Variance | 0.9679 | |||
| Semi Variance | 0.6382 | |||
| Expected Short fall | (0.72) | |||
| Skewness | (0.47) | |||
| Kurtosis | 1.73 |
ABC arbitrage SA Backtested Returns
At this point, ABC Arbitrage is not too volatile. ABC arbitrage SA retains Efficiency (Sharpe Ratio) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for ABC Arbitrage, which you can use to evaluate the volatility of the entity. Please confirm ABC Arbitrage's market risk adjusted performance of 0.5269, and Coefficient Of Variation of 1019.85 to double-check if the risk estimate we provide is consistent with the expected return of 0.0951%. ABC Arbitrage has a performance score of 8 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.15, which signifies not very significant fluctuations relative to the market. 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 0.89%. Please confirm ABC arbitrage SA market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if ABC arbitrage SA will be following its current price history.
Auto-correlation | -0.28 |
Weak reverse predictability
ABC arbitrage SA has weak reverse predictability. Overlapping area represents the amount of predictability between ABC Arbitrage time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 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 ABC arbitrage SA price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current ABC Arbitrage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ABC Arbitrage technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
ABC arbitrage SA Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of ABC arbitrage SA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About ABC Arbitrage Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of ABC arbitrage SA on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of ABC arbitrage SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on ABC arbitrage SA price pattern first instead of the macroeconomic environment surrounding ABC arbitrage SA. By analyzing ABC Arbitrage's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of ABC Arbitrage's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to ABC Arbitrage specific price patterns or momentum indicators. Please read more on our technical analysis page.
| 2023 | 2024 | 2025 | 2026 (projected) | Dividend Yield | 0.086 | 0.0626 | 0.072 | 0.0792 | Price To Sales Ratio | 7.12 | 5.53 | 6.36 | 6.04 |
ABC Arbitrage February 5, 2026 Technical Indicators
Most technical analysis of ABC help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for ABC from various momentum indicators to cycle indicators. When you analyze ABC charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0736 | |||
| Market Risk Adjusted Performance | 0.5269 | |||
| Mean Deviation | 0.6349 | |||
| Semi Deviation | 0.7989 | |||
| Downside Deviation | 0.9838 | |||
| Coefficient Of Variation | 1019.85 | |||
| Standard Deviation | 0.8675 | |||
| Variance | 0.7525 | |||
| Information Ratio | 0.0237 | |||
| Jensen Alpha | 0.0671 | |||
| Total Risk Alpha | 0.0108 | |||
| Sortino Ratio | 0.0209 | |||
| Treynor Ratio | 0.5169 | |||
| Maximum Drawdown | 4.21 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.51 | |||
| Downside Variance | 0.9679 | |||
| Semi Variance | 0.6382 | |||
| Expected Short fall | (0.72) | |||
| Skewness | (0.47) | |||
| Kurtosis | 1.73 |
ABC Arbitrage February 5, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as ABC stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 736.81 | ||
| Daily Balance Of Power | 0.33 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 5.57 | ||
| Day Typical Price | 5.56 | ||
| Price Action Indicator | (0.01) |
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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