ABB (Switzerland) Market Value

ABBN Stock  CHF 48.90  0.72  1.49%   
ABB's market value is the price at which a share of ABB trades on a public exchange. It measures the collective expectations of ABB investors about its performance. ABB is selling for under 48.90 as of the 16th of March 2025; that is 1.49 percent increase since the beginning of the trading day. The stock's lowest day price was 47.9.
With this module, you can estimate the performance of a buy and hold strategy of ABB and determine expected loss or profit from investing in ABB over a given investment horizon. Check out ABB Correlation, ABB Volatility and ABB Alpha and Beta module to complement your research on ABB.
Symbol

Please note, there is a significant difference between ABB's value and its price as these two are different measures arrived at by different means. Investors typically determine if ABB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ABB's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

ABB '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 ABB'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 ABB.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in ABB on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding ABB or generate 0.0% return on investment in ABB over 90 days. ABB is related to or competes with Novartis, Zurich Insurance, UBS Group, Swiss Re, and Swiss Life. ABB Ltd manufactures and sells electrification, industrial automation, and robotics and motion products for customers in... More

ABB 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 ABB'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 ABB upside and downside potential and time the market with a certain degree of confidence.

ABB Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ABB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ABB's standard deviation. In reality, there are many statistical measures that can use ABB historical prices to predict the future ABB's volatility.
Hype
Prediction
LowEstimatedHigh
47.0748.9050.73
Details
Intrinsic
Valuation
LowRealHigh
39.8941.7253.79
Details
Naive
Forecast
LowNextHigh
46.7148.5450.37
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
46.7549.7852.82
Details

ABB Backtested Returns

ABB retains Efficiency (Sharpe Ratio) of -0.0465, which signifies that the company had a -0.0465 % return per unit of risk over the last 3 months. ABB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ABB's variance of 3.35, and Market Risk Adjusted Performance of 0.8343 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ABB are expected to decrease at a much lower rate. During the bear market, ABB is likely to outperform the market. At this point, ABB has a negative expected return of -0.085%. Please make sure to confirm ABB's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if ABB performance from the past will be repeated at some future date.

Auto-correlation

    
  -0.61  

Very good reverse predictability

ABB has very good reverse predictability. Overlapping area represents the amount of predictability between ABB time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ABB price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current ABB price fluctuation can be explain by its past prices.
Correlation Coefficient-0.61
Spearman Rank Test-0.26
Residual Average0.0
Price Variance2.01

ABB lagged returns against current returns

Autocorrelation, which is ABB stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting ABB's stock expected returns. We can calculate the autocorrelation of ABB returns to help us make a trade decision. For example, suppose you find that ABB has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

ABB regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If ABB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ABB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ABB stock over time.
   Current vs Lagged Prices   
       Timeline  

ABB Lagged Returns

When evaluating ABB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ABB stock have on its future price. ABB autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, ABB autocorrelation shows the relationship between ABB stock current value and its past values and can show if there is a momentum factor associated with investing in ABB.
   Regressed Prices   
       Timeline  

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Additional Tools for ABB Stock Analysis

When running ABB's price analysis, check to measure ABB'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 ABB is operating at the current time. Most of ABB's value examination focuses on studying past and present price action to predict the probability of ABB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABB's price. Additionally, you may evaluate how the addition of ABB to your portfolios can decrease your overall portfolio volatility.