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ABC arbitrage SA (ABCA.PA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

FR0004040608

Sector

Financial Services

Highlights

Market Cap

€285.24M

EPS (TTM)

€0.28

PE Ratio

16.95

Total Revenue (TTM)

€22.93M

Gross Profit (TTM)

€21.44M

EBITDA (TTM)

€9.86M

Year Range

€3.34 - €5.03

Target Price

€6.00

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in ABC arbitrage SA, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
23.63%
9.56%
ABCA.PA (ABC arbitrage SA)
Benchmark (^GSPC)

Returns By Period

ABC arbitrage SA had a return of -0.73% year-to-date (YTD) and 5.83% in the last 12 months. Over the past 10 years, ABC arbitrage SA had an annualized return of 6.71%, while the S&P 500 had an annualized return of 11.23%, indicating that ABC arbitrage SA did not perform as well as the benchmark.


ABCA.PA

YTD

-0.73%

1M

0.85%

6M

22.72%

1Y

5.83%

5Y*

-0.35%

10Y*

6.71%

^GSPC (Benchmark)

YTD

-0.77%

1M

-3.55%

6M

3.64%

1Y

22.00%

5Y*

12.20%

10Y*

11.23%

*Annualized

Monthly Returns

The table below presents the monthly returns of ABCA.PA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-7.91%-18.65%6.39%6.30%6.55%-9.10%4.94%7.68%5.29%9.64%-0.92%0.61%6.72%
20230.47%-1.23%-5.16%1.47%1.82%-3.57%1.72%2.69%-4.92%-15.20%4.86%-3.30%-19.93%
2022-0.56%-0.99%5.69%-0.45%-0.96%-2.90%1.15%0.43%-8.96%3.75%2.29%-2.13%-4.30%
20211.93%0.54%-2.55%0.03%0.56%-1.25%3.70%1.12%-3.31%3.16%1.83%-0.12%5.52%
2020-0.89%-1.81%-4.91%2.26%8.97%0.59%2.05%-1.87%8.06%-2.33%1.97%1.65%13.63%
20191.48%0.65%-1.45%7.68%-4.10%1.11%2.22%0.16%5.39%2.29%-0.45%1.96%17.74%
20186.05%7.36%-6.01%2.08%-0.73%4.40%3.21%0.00%-12.61%2.24%3.37%-4.85%2.70%
2017-5.29%-1.62%1.05%-3.99%-1.23%0.47%-1.36%-1.31%1.82%0.65%6.08%-1.26%-6.26%
2016-2.73%3.20%7.38%9.22%9.77%-5.43%-0.00%-2.31%7.92%18.28%2.40%-4.77%48.64%
20151.71%3.15%3.26%-1.58%3.81%-3.28%0.62%-0.00%3.31%1.40%-0.40%5.62%18.71%
20144.45%-0.81%4.29%0.59%1.36%-2.11%-4.30%0.21%-0.43%3.00%0.01%1.52%7.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABCA.PA is 57, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ABCA.PA is 5757
Overall Rank
The Sharpe Ratio Rank of ABCA.PA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ABCA.PA is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ABCA.PA is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ABCA.PA is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ABCA.PA is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ABC arbitrage SA (ABCA.PA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ABCA.PA, currently valued at 0.34, compared to the broader market-2.000.002.000.341.73
The chart of Sortino ratio for ABCA.PA, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.622.33
The chart of Omega ratio for ABCA.PA, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.32
The chart of Calmar ratio for ABCA.PA, currently valued at 0.18, compared to the broader market0.002.004.006.000.182.59
The chart of Martin ratio for ABCA.PA, currently valued at 0.87, compared to the broader market0.0010.0020.000.8710.80
ABCA.PA
^GSPC

The current ABC arbitrage SA Sharpe ratio is 0.34. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ABC arbitrage SA with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.34
2.32
ABCA.PA (ABC arbitrage SA)
Benchmark (^GSPC)

Dividends

Dividend History

ABC arbitrage SA provided a 6.31% dividend yield over the last twelve months, with an annual payout of €0.30 per share.


5.00%6.00%7.00%8.00%9.00%€0.00€0.10€0.20€0.30€0.40€0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend€0.30€0.30€0.41€0.40€0.50€0.33€0.43€0.40€0.45€0.40€0.40€0.40

Dividend yield

6.31%6.26%8.53%6.20%7.00%4.55%6.42%6.58%7.17%5.56%7.80%8.55%

Monthly Dividends

The table displays the monthly dividend distributions for ABC arbitrage SA. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025€0.00€0.00
2024€0.00€0.00€0.00€0.10€0.00€0.00€0.00€0.00€0.00€0.10€0.00€0.10€0.30
2023€0.00€0.00€0.00€0.10€0.00€0.00€0.11€0.00€0.00€0.10€0.00€0.10€0.41
2022€0.00€0.00€0.00€0.10€0.00€0.00€0.10€0.00€0.00€0.10€0.00€0.10€0.40
2021€0.00€0.00€0.00€0.10€0.00€0.00€0.20€0.00€0.00€0.10€0.00€0.10€0.50
2020€0.00€0.00€0.00€0.10€0.00€0.00€0.03€0.00€0.00€0.10€0.00€0.10€0.33
2019€0.00€0.00€0.00€0.00€0.00€0.00€0.23€0.00€0.00€0.10€0.00€0.10€0.43
2018€0.00€0.00€0.00€0.00€0.00€0.00€0.20€0.00€0.00€0.00€0.20€0.00€0.40
2017€0.00€0.00€0.00€0.00€0.00€0.00€0.25€0.00€0.00€0.00€0.20€0.00€0.45
2016€0.00€0.00€0.00€0.00€0.00€0.00€0.20€0.00€0.00€0.00€0.20€0.00€0.40
2015€0.00€0.00€0.00€0.00€0.00€0.00€0.20€0.00€0.00€0.00€0.00€0.20€0.40
2014€0.20€0.00€0.00€0.00€0.20€0.00€0.40

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%6.3%
ABC arbitrage SA has a dividend yield of 6.31%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%107.7%
ABC arbitrage SA has a payout ratio of 107.72%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-25.21%
-1.93%
ABCA.PA (ABC arbitrage SA)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ABC arbitrage SA. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ABC arbitrage SA was 88.59%, occurring on Feb 28, 2002. Recovery took 1276 trading sessions.

The current ABC arbitrage SA drawdown is 25.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.59%Sep 6, 2000303Feb 28, 20021276Apr 19, 20071579
-47.11%Apr 12, 2022484Feb 29, 2024
-38.05%Jul 18, 2007253Jul 14, 2008205May 5, 2009458
-34.45%Apr 3, 2012270Apr 25, 2013738Mar 15, 20161008
-28.69%Feb 28, 200092Jul 17, 200031Sep 5, 2000123

Volatility

Volatility Chart

The current ABC arbitrage SA volatility is 4.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.06%
3.46%
ABCA.PA (ABC arbitrage SA)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of ABC arbitrage SA over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of ABC arbitrage SA compared to its peers in the Asset Management industry.


PE Ratio
50.0100.0150.0200.0250.016.9
The chart displays the price to earnings (P/E) ratio for ABCA.PA in comparison to other companies of the Asset Management industry. Currently, ABCA.PA has a PE value of 16.9. This PE ratio falls in the average range for the industry.
PEG Ratio
-4.0-2.00.02.04.00.0
The chart displays the price to earnings to growth (PEG) ratio for ABCA.PA in comparison to other companies of the Asset Management industry. Currently, ABCA.PA has a PEG value of 0.0. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for ABC arbitrage SA.


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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