Absa Group Ltd Stock Performance
| AGRPY Stock | USD 20.27 0.41 2.06% |
The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Absa Group are expected to decrease at a much lower rate. During the bear market, Absa Group is likely to outperform the market. At this point, Absa Group has a negative expected return of -0.11%. Please make sure to confirm Absa Group's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Absa Group performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Absa Group Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
| Begin Period Cash Flow | 16.8 B | |
| Total Cashflows From Investing Activities | -3.5 B |
Absa |
Absa Group Relative Risk vs. Return Landscape
If you would invest 2,202 in Absa Group Ltd on December 16, 2024 and sell it today you would lose (175.00) from holding Absa Group Ltd or give up 7.95% of portfolio value over 90 days. Absa Group Ltd is currently producing negative expected returns and takes up 2.3598% volatility of returns over 90 trading days. Put another way, 21% of traded pink sheets are less volatile than Absa, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Absa Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Absa Group's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Absa Group Ltd, and traders can use it to determine the average amount a Absa Group's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0458
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| Negative Returns | AGRPY |
Estimated Market Risk
| 2.36 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Absa Group is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Absa Group by adding Absa Group to a well-diversified portfolio.
Absa Group Fundamentals Growth
Absa Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Absa Group, and Absa Group fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Absa Pink Sheet performance.
| Return On Equity | 0.15 | |||
| Return On Asset | 0.0132 | |||
| Profit Margin | 0.24 % | |||
| Operating Margin | 0.37 % | |||
| Current Valuation | (43.43 B) | |||
| Shares Outstanding | 415.28 M | |||
| Price To Earning | 24.44 X | |||
| Price To Book | 1.19 X | |||
| Price To Sales | 0.11 X | |||
| Revenue | 91.32 B | |||
| EBITDA | 67.78 B | |||
| Cash And Equivalents | 230.9 B | |||
| Cash Per Share | 556.00 X | |||
| Total Debt | 207.19 B | |||
| Book Value Per Share | 313.36 X | |||
| Cash Flow From Operations | 6.47 B | |||
| Earnings Per Share | 2.69 X | |||
| Total Asset | 1.64 T | |||
| Retained Earnings | 78.84 B | |||
| Current Asset | 172.49 B | |||
| Current Liabilities | 810.38 B | |||
About Absa Group Performance
Evaluating Absa Group's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Absa Group has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Absa Group has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Absa Group Limited, together with its subsidiaries, provides various financial products and services in South Africa and internationally. Absa Group Limited was incorporated in 1986 and is based in Johannesburg, South Africa. ABSA GROUP operates under BanksRegional classification in the United States and is traded on OTC Exchange. It employs 35267 people.Things to note about Absa Group performance evaluation
Checking the ongoing alerts about Absa Group for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Absa Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Absa Group generated a negative expected return over the last 90 days |
- Analyzing Absa Group's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Absa Group's stock is overvalued or undervalued compared to its peers.
- Examining Absa Group's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Absa Group's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Absa Group's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Absa Group's pink sheet. These opinions can provide insight into Absa Group's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Absa Pink Sheet Analysis
When running Absa Group's price analysis, check to measure Absa Group'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 Group is operating at the current time. Most of Absa Group's value examination focuses on studying past and present price action to predict the probability of Absa Group'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 Group's price. Additionally, you may evaluate how the addition of Absa Group to your portfolios can decrease your overall portfolio volatility.