Absa (South Africa) Technical Analysis
| ABG Stock | 25,251 253.00 0.99% |
As of the 28th of January, Absa shows the Risk Adjusted Performance of 0.2989, downside deviation of 0.8867, and Mean Deviation of 0.8953. Absa Group technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm's future prices. Please confirm Absa Group value at risk, expected short fall, and the relationship between the treynor ratio and downside variance to decide if Absa Group is priced correctly, providing market reflects its regular price of 25251.0 per share.
Absa Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Absa, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AbsaAbsa |
Absa '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 Absa'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 Absa.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Absa on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Absa Group or generate 0.0% return on investment in Absa over 90 days. Absa is related to or competes with Frontier Transport, Quantum Foods, Reinet Investments, CA Sales, and E Media. More
Absa 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 Absa'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 Absa Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8867 | |||
| Information Ratio | 0.3335 | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 2.29 |
Absa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Absa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Absa's standard deviation. In reality, there are many statistical measures that can use Absa historical prices to predict the future Absa's volatility.| Risk Adjusted Performance | 0.2989 | |||
| Jensen Alpha | 0.4449 | |||
| Total Risk Alpha | 0.3333 | |||
| Sortino Ratio | 0.4116 | |||
| Treynor Ratio | (1.85) |
Absa January 28, 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 | 0.2989 | |||
| Market Risk Adjusted Performance | (1.84) | |||
| Mean Deviation | 0.8953 | |||
| Semi Deviation | 0.2973 | |||
| Downside Deviation | 0.8867 | |||
| Coefficient Of Variation | 248.78 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.2 | |||
| Information Ratio | 0.3335 | |||
| Jensen Alpha | 0.4449 | |||
| Total Risk Alpha | 0.3333 | |||
| Sortino Ratio | 0.4116 | |||
| Treynor Ratio | (1.85) | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 2.29 | |||
| Downside Variance | 0.7863 | |||
| Semi Variance | 0.0884 | |||
| Expected Short fall | (1.09) | |||
| Skewness | 0.1893 | |||
| Kurtosis | (0.56) |
Absa Group Backtested Returns
Absa appears to be very steady, given 3 months investment horizon. Absa Group secures Sharpe Ratio (or Efficiency) of 0.4, which signifies that the company had a 0.4 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Absa Group, which you can use to evaluate the volatility of the firm. Please makes use of Absa's Risk Adjusted Performance of 0.2989, downside deviation of 0.8867, and Mean Deviation of 0.8953 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Absa holds a performance score of 31. The firm shows a Beta (market volatility) of -0.23, 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.
Auto-correlation | 0.93 |
Excellent predictability
Absa Group has excellent predictability. Overlapping area represents the amount of predictability between Absa time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Absa Group price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Absa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 333.4 K |
Absa 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.
Absa Group Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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 Absa Group volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Absa 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 Absa Group 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 Absa Group based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Absa Group price pattern first instead of the macroeconomic environment surrounding Absa Group. By analyzing Absa'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 Absa'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 Absa specific price patterns or momentum indicators. Please read more on our technical analysis page.
Absa January 28, 2026 Technical Indicators
Most technical analysis of Absa 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 Absa from various momentum indicators to cycle indicators. When you analyze Absa 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 | 0.2989 | |||
| Market Risk Adjusted Performance | (1.84) | |||
| Mean Deviation | 0.8953 | |||
| Semi Deviation | 0.2973 | |||
| Downside Deviation | 0.8867 | |||
| Coefficient Of Variation | 248.78 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.2 | |||
| Information Ratio | 0.3335 | |||
| Jensen Alpha | 0.4449 | |||
| Total Risk Alpha | 0.3333 | |||
| Sortino Ratio | 0.4116 | |||
| Treynor Ratio | (1.85) | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 2.29 | |||
| Downside Variance | 0.7863 | |||
| Semi Variance | 0.0884 | |||
| Expected Short fall | (1.09) | |||
| Skewness | 0.1893 | |||
| Kurtosis | (0.56) |
Absa January 28, 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 Absa 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 | 32,479 | ||
| Daily Balance Of Power | (0.63) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 25,298 | ||
| Day Typical Price | 25,282 | ||
| Price Action Indicator | (173.50) | ||
| Market Facilitation Index | 0.0002 |
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.
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