ABN AMRO Correlations
| AAVMY Stock | USD 15.48 0.23 1.51% |
The current 90-days correlation between ABN AMRO Bank and Barclays PLC is 0.21 (i.e., Modest diversification). 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 correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
ABN AMRO Correlation With Market
Average diversification
The correlation between ABN AMRO Bank and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding ABN AMRO Bank and DJI in the same portfolio, assuming nothing else is changed.
ABN |
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 Bank to buy it.
Moving together with ABN Pink Sheet
| 0.68 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.85 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.63 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.9 | BKRKY | Bank Rakyat | PairCorr |
| 0.8 | PBCRY | Bank Central Asia | PairCorr |
| 0.63 | PTBRY | Bank Negara Indonesia | PairCorr |
| 0.79 | SHG | Shinhan Financial | PairCorr |
Moving against ABN Pink Sheet
| 0.88 | WFC | Wells Fargo Aggressive Push | PairCorr |
| 0.87 | JPM | JPMorgan Chase Sell-off Trend | PairCorr |
| 0.85 | BAC | Bank of America Aggressive Push | PairCorr |
| 0.8 | OPFI | OppFi Inc | PairCorr |
| 0.8 | DUOT | Duos Technologies | PairCorr |
| 0.78 | OZK | Bank Ozk Fiscal Year End 16th of January 2025 | PairCorr |
| 0.77 | BR | Broadridge Financial | PairCorr |
| 0.75 | CME | CME Group | PairCorr |
| 0.74 | WAVE | Eco Wave Power | PairCorr |
| 0.73 | TATT | Tat Techno | PairCorr |
| 0.73 | DECK | Deckers Outdoor | PairCorr |
| 0.68 | TSLA | Tesla Inc Aggressive Push | PairCorr |
| 0.62 | KB | KB Financial Group | PairCorr |
| 0.54 | IDCBF | Industrial and Commercial | PairCorr |
| 0.49 | CRNT | Ceragon Networks Trending | PairCorr |
| 0.41 | KODK | Eastman Kodak Trending | PairCorr |
| 0.4 | RY | Royal Bank Earnings Call This Week | PairCorr |
| 0.32 | BAC-PK | Bank of America | PairCorr |
| 0.84 | KMI | Kinder Morgan Fiscal Year End 15th of January 2025 | PairCorr |
| 0.82 | MSTR | MicroStrategy Incorporated | PairCorr |
| 0.81 | PANW | Palo Alto Networks | PairCorr |
| 0.8 | PLTR | Palantir Technologies Aggressive Push | PairCorr |
| 0.78 | FTNT | Fortinet | PairCorr |
| 0.76 | MAIN | Main Street Capital | PairCorr |
| 0.73 | CSCO | Cisco Systems Sell-off Trend | PairCorr |
| 0.71 | FSTR | LB Foster | PairCorr |
| 0.68 | HA | Hawaiian Holdings | PairCorr |
Related Correlations Analysis
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between ABN Pink Sheet 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ANZGF | 2.50 | 0.23 | 0.02 | (1.65) | 2.78 | 5.48 | 18.27 | |||
| BCLYF | 2.21 | 0.14 | 0.02 | 0.44 | 2.46 | 5.14 | 11.41 | |||
| BACRP | 0.74 | 0.06 | 0.00 | (0.24) | 0.00 | 0.14 | 22.61 | |||
| BAC-PS | 0.62 | (0.02) | (0.15) | (0.13) | 0.85 | 1.04 | 4.10 | |||
| BBVXF | 0.85 | (0.06) | 0.00 | 0.37 | 0.00 | 0.89 | 27.92 | |||
| INGVF | 0.70 | (0.17) | 0.00 | 0.52 | 0.00 | 0.24 | 11.47 | |||
| BNDSF | 2.20 | (0.04) | 0.00 | (0.38) | 0.00 | 8.25 | 21.04 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in ABN AMRO without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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ABN AMRO Corporate Management
| Choy HooftCheong | Chief Board | Profile | |
| Ferdinand Vaandrager | Head Relations | Profile | |
| Robert Swaak | CEO Board | Profile | |
| Hanneke Dorsman | G Sec | Profile | |
| Gerard Penning | Chief Board | Profile | |
| Jeroen Maarschalkerweerd | Head PR | Profile | |
| Dan Dorner | Chief Board | Profile |