Abbott Laboratories (Germany) Market Value
| ABL Stock | 104.32 0.32 0.31% |
| Symbol | Abbott |
Abbott Laboratories '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 Abbott Laboratories' 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 Abbott Laboratories.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Abbott Laboratories on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Abbott Laboratories or generate 0.0% return on investment in Abbott Laboratories over 90 days. Abbott Laboratories is related to or competes with Retail Estates, Agricultural Bank, Ultra Clean, Salesforce, Sun Art, CARSALES, and Globe Trade. More
Abbott Laboratories 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 Abbott Laboratories' 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 Abbott Laboratories upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 11.5 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.39 |
Abbott Laboratories Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abbott Laboratories' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abbott Laboratories' standard deviation. In reality, there are many statistical measures that can use Abbott Laboratories historical prices to predict the future Abbott Laboratories' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.75) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Abbott Laboratories' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Abbott Laboratories Backtested Returns
Abbott Laboratories secures Sharpe Ratio (or Efficiency) of -0.0862, which signifies that the company had a -0.0862 % return per unit of standard deviation over the last 3 months. Abbott Laboratories exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Abbott Laboratories' mean deviation of 1.04, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Abbott Laboratories' returns are expected to increase less than the market. However, during the bear market, the loss of holding Abbott Laboratories is expected to be smaller as well. At this point, Abbott Laboratories has a negative expected return of -0.13%. Please make sure to confirm Abbott Laboratories' standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Abbott Laboratories performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Abbott Laboratories has weak reverse predictability. Overlapping area represents the amount of predictability between Abbott Laboratories time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Abbott Laboratories price movement. The serial correlation of -0.24 indicates that over 24.0% of current Abbott Laboratories price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 9.01 |
Abbott Laboratories lagged returns against current returns
Autocorrelation, which is Abbott Laboratories 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 Abbott Laboratories' stock expected returns. We can calculate the autocorrelation of Abbott Laboratories returns to help us make a trade decision. For example, suppose you find that Abbott Laboratories 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 |
Abbott Laboratories 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 Abbott Laboratories stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abbott Laboratories stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abbott Laboratories stock over time.
Current vs Lagged Prices |
| Timeline |
Abbott Laboratories Lagged Returns
When evaluating Abbott Laboratories' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abbott Laboratories stock have on its future price. Abbott Laboratories 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, Abbott Laboratories autocorrelation shows the relationship between Abbott Laboratories stock current value and its past values and can show if there is a momentum factor associated with investing in Abbott Laboratories.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Abbott Stock Analysis
When running Abbott Laboratories' price analysis, check to measure Abbott Laboratories' 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 Abbott Laboratories is operating at the current time. Most of Abbott Laboratories' value examination focuses on studying past and present price action to predict the probability of Abbott Laboratories' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Abbott Laboratories' price. Additionally, you may evaluate how the addition of Abbott Laboratories to your portfolios can decrease your overall portfolio volatility.