ABN AMRO (UK) Technical Analysis
| 0RDM Stock | 27.10 -0.14 -0.51% |
As of the 26th of March, ABN AMRO indicates a price level of 27.10 per share. Price-based signals reflect Variance of 4.71, standard deviation of 2.17, and Mean Deviation of 1.58. The model quantifies price stability and directional movement. Relative volatility positioning is benchmarked against peers.
ABN AMRO Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as ABN, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ABNABN |
What if' Analysis
Backtesting a what-if scenario on ABN AMRO Bank shows how the stock may have behaved if the position had been entered, held, or resized under different historical assumptions. Current market capitalization is about 1.99 Million, enterprise value is near 32.38 Billion, and annual revenue is around 8.7 Billion. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 12/26/2025 |
| 03/26/2026 |
Opening a 0.00 position in ABN AMRO on December 26, 2025 and holding to today would record 0.00 in aggregate return. The net result is a 0.0% return on investment in ABN AMRO for the period over the 90 day window. Values are based on observed price behavior across time frames. Related stock peers for ABN AMRO include DXC Technology, Playtech Plc, CmbTech NV, British American, MACOM Technology, PureTech Health, and Napatech. ABN AMRO is classified as a Stock security in United Kingdom. More
Upside and Downside Indicators for ABN AMRO Overview
Momentum range indicators for ABN AMRO reflect the balance between upside and downside price pressure. All figures are based on reported data and are informational in nature.
| Information Ratio | -0.03 | |||
| Maximum Drawdown | 9.95 | |||
| Value At Risk | -3.88 | |||
| Potential Upside | 2.62 |
ABN AMRO Market Risk Indicators Dashboard
Volatility and risk indicators for ABN AMRO describe how returns have dispersed over time. All metrics are computed from historical trading data across available periods.| Risk Adjusted Performance | -0.03 | |||
| Jensen Alpha | -0.1 | |||
| Total Risk Alpha | 0.0346 | |||
| Treynor Ratio | -0.37 |
The mean reversion principle applied to ABN AMRO's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of ABN AMRO's price dislocation is essential before acting on a mean reversion signal.
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 | -0.03 | |||
| Market Risk Adjusted Performance | -0.36 | |||
| Mean Deviation | 1.58 | |||
| Coefficient Of Variation | -2,130 | |||
| Standard Deviation | 2.17 | |||
| Variance | 4.71 | |||
| Information Ratio | -0.03 | |||
| Jensen Alpha | -0.1 | |||
| Total Risk Alpha | 0.0346 | |||
| Treynor Ratio | -0.37 | |||
| Maximum Drawdown | 9.95 | |||
| Value At Risk | -3.88 | |||
| Potential Upside | 2.62 | |||
| Skewness | -0.57 | |||
| Kurtosis | 1.49 |
ABN AMRO Bank Backtested Returns
ABN AMRO posts a low volatility profile during the defined timeframe. It exhibits a Sharpe Ratio (Efficiency) of -0.05, highlighting negative adjusted efficiency metrics. We identified twenty-three technical indicators influencing the company's volatility profile. Please review metrics such as Variance of 4.71, standard deviation of 2.17, and mean deviation of 1.58 to examine volatility dispersion. The company maintains a Beta (Market Risk) of 0.3, which attests to generally lower market sensitivity than the broad market. Returns on ABN AMRO tend to trail the broader market in strong rallies but hold up better when sentiment turns negative. At this point, ABN AMRO Bank has a negative expected return of -0.11%.
Auto-correlation | -0.69 |
Very good reverse predictability
ABN AMRO Bank shows very good reverse predictability when comparing price series from 26th of December 2025 to 9th of February 2026 against from 9th of February 2026 to 26th of March 2026. A strong serial relationship would imply that ABN AMRO's recent trajectory contains information about its near-term direction. With a serial correlation of -0.69, around 69.0% of ABN AMRO's price variation is attributable to patterns in preceding intervals. Given that ABN AMRO Bank has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 1.43 |
This technical view for ABN AMRO centers on price movement and volume signals. The structure incorporates trend and momentum indicators.
Technical Analysis
This analysis covers forty-seven data points across the selected time horizon. 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 ABN AMRO Bank volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of ABN AMRO evaluates price structure, momentum, and volatility clustering. Technical signals complement fundamental exposure context. ABN AMRO has ROE of 8.47%.
ABN AMRO Bank metrics are compiled from periodic company reporting and market reference feeds and normalized before display. Not all fields update in real time.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardABN AMRO Technical Indicators
Technical analysis of ABN AMRO Bank is useful because it frames whether the current trend still looks durable or is beginning to weaken. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.36 | |||
| Mean Deviation | 1.58 | |||
| Coefficient Of Variation | -2,130 | |||
| Standard Deviation | 2.17 | |||
| Variance | 4.71 | |||
| Information Ratio | -0.03 | |||
| Jensen Alpha | -0.1 | |||
| Total Risk Alpha | 0.0346 | |||
| Treynor Ratio | -0.37 | |||
| Maximum Drawdown | 9.95 | |||
| Value At Risk | -3.88 | |||
| Potential Upside | 2.62 | |||
| Skewness | -0.57 | |||
| Kurtosis | 1.49 |
March 26, 2026 Daily Trend Indicators
Technical analysis of ABN AMRO Bank is useful because it frames whether the current trend still looks durable or is beginning to weaken. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 1,254 | ||
| Daily Balance Of Power | -0.30 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 27.14 | ||
| Day Typical Price | 27.12 | ||
| Price Action Indicator | -0.10 |
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