ABN Amro Stock Forecast - Period Momentum Indicator
| ABN Stock | EUR 15.21 0.22 1.47% |
ABN Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast ABN Amro stock prices and determine the direction of ABN Amro Group's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of ABN Amro's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of ABN Amro to cross-verify your projections. ABN |
Most investors in ABN Amro cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the ABN Amro's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets ABN Amro's price structures and extracts relationships that further increase the generated results' accuracy.
Momentum indicator evaluates the difference between todays closing price and the close price n periods ago. It is the velocity with which the price is rising or falling. It also reflects how aggressively the asset is purchased or sold by the public.| Check ABN Amro Volatility | Backtest ABN Amro | Information Ratio |
ABN Amro Trading Date Momentum
| On April 28 2024 ABN Amro Group was traded for 15.21 at the closing time. The maximum traded price for the trading interval was 15.31 and the lowest daily price was 15.02 . There was no trading activity during the period 0.0. Lack of trading volume on 28th of April 2024 did not affect price variability. The overall trading delta to the closing price today is 0.92% . |
Generally speaking extended values of the momentum indicator over time are good indicators of oversold or over brought conditions.
| Compare ABN Amro to competition |
Other Forecasting Options for ABN Amro
For every potential investor in ABN, whether a beginner or expert, ABN Amro's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. ABN Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in ABN. Basic forecasting techniques help filter out the noise by identifying ABN Amro's price trends.ABN Amro Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with ABN Amro stock to make a market-neutral strategy. Peer analysis of ABN Amro could also be used in its relative valuation, which is a method of valuing ABN Amro by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
ABN Amro Group Technical and Predictive Analytics
The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of ABN Amro's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of ABN Amro's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
ABN Amro Market Strength Events
Market strength indicators help investors to evaluate how ABN Amro stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ABN Amro shares will generate the highest return on investment. By undertsting and applying ABN Amro stock market strength indicators, traders can identify ABN Amro Group entry and exit signals to maximize returns.
ABN Amro Risk Indicators
The analysis of ABN Amro's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in ABN Amro's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting abn stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.12 | |||
| Semi Deviation | 1.56 | |||
| Standard Deviation | 1.66 | |||
| Variance | 2.76 | |||
| Downside Variance | 3.11 | |||
| Semi Variance | 2.42 | |||
| Expected Short fall | (1.17) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards ABN Amro in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, ABN Amro's short interest history, or implied volatility extrapolated from ABN Amro options trading.
Pair Trading with ABN Amro
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if ABN Amro position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in ABN Amro will appreciate offsetting losses from the drop in the long position's value.Moving together with ABN Stock
| 0.83 | INGA | ING Groep NV | PairCorr |
| 0.62 | ADYEN | Adyen NV | PairCorr |
| 0.64 | ASML | ASML Holding NV | PairCorr |
Moving against ABN Stock
| 0.69 | HEIO | Heineken Holding | PairCorr |
| 0.49 | ALFEN | Alfen Beheer BV | PairCorr |
The ability to find closely correlated positions to ABN Amro could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace ABN Amro when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back ABN Amro - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling ABN Amro Group to buy it.
The correlation of ABN Amro is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as ABN Amro moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ABN Amro Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for ABN Amro can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Historical Fundamental Analysis of ABN Amro to cross-verify your projections. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Complementary 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.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| 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 | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities |