ABN Amro Related Correlations
ABN Stock | EUR 15.91 0.02 0.13% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between ABN Stock performing well and ABN Amro Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze ABN Amro's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
INGA | 0.95 | 0.31 | 0.11 | (50.38) | 1.53 | 1.93 | 7.84 | |||
AGN | 0.94 | 0.08 | 0.01 | 0.40 | 1.45 | 1.99 | 7.98 | |||
NN | 0.79 | 0.21 | 0.12 | 0.78 | 0.91 | 1.33 | 11.66 | |||
AD | 0.65 | 0.16 | 0.10 | 3.30 | 0.55 | 1.40 | 4.33 | |||
KPN | 0.66 | 0.12 | 0.08 | 0.53 | 0.56 | 1.28 | 4.76 |