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

Company Info

ISINFR0004040608
SectorFinancial Services
IndustryAsset Management

Highlights

Market Cap€257.56M
EPS (TTM)€0.28
PE Ratio15.50
Total Revenue (TTM)€19.45M
Gross Profit (TTM)€14.58M
EBITDA (TTM)-€39.00K
Year Range€3.49 - €5.64
Target Price€5.50

Share Price Chart


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ABC arbitrage SA

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.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
15.01%
5.28%
ABCA.PA (ABC arbitrage SA)
Benchmark (^GSPC)

S&P 500

Returns By Period

ABC arbitrage SA had a return of -7.37% year-to-date (YTD) and -22.49% in the last 12 months. Over the past 10 years, ABC arbitrage SA had an annualized return of 6.35%, while the S&P 500 had an annualized return of 10.74%, indicating that ABC arbitrage SA did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-7.37%15.21%
1 month4.08%2.83%
6 months15.01%6.19%
1 year-22.49%22.46%
5 years (annualized)-1.45%12.84%
10 years (annualized)6.35%10.74%

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%-18.64%6.39%6.30%6.55%-9.10%4.94%7.68%-7.37%
20230.46%-1.23%-5.16%1.47%1.82%-3.57%1.72%2.70%-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%3.71%1.12%-3.31%3.16%1.83%-0.12%5.52%
2020-0.90%-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%1.97%17.74%
20186.05%7.36%-6.01%2.08%-0.73%4.41%3.21%0.00%-12.60%2.24%3.37%-4.85%2.70%
2017-5.29%-1.61%1.04%-3.99%-1.23%0.47%-1.36%-1.31%1.82%0.65%6.08%-1.26%-6.26%
2016-2.73%3.21%7.38%9.22%9.77%-5.43%0.00%-2.31%7.93%18.28%2.39%-4.77%48.64%
20151.71%3.15%3.26%-1.58%3.81%-3.28%0.63%0.00%3.31%1.40%-0.39%5.62%18.71%
20144.45%-0.81%4.30%0.59%1.36%-2.12%-4.30%0.21%-0.42%3.00%0.01%1.52%7.69%
20132.25%-6.43%-13.56%-8.79%9.17%-0.49%6.94%7.74%0.00%-2.14%-0.20%-5.23%-12.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABCA.PA is 19, indicating that it is in the bottom 19% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ABCA.PA is 1919
ABCA.PA (ABC arbitrage SA)
The Sharpe Ratio Rank of ABCA.PA is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of ABCA.PA is 1515Sortino Ratio Rank
The Omega Ratio Rank of ABCA.PA is 1515Omega Ratio Rank
The Calmar Ratio Rank of ABCA.PA is 2323Calmar Ratio Rank
The Martin Ratio Rank of ABCA.PA is 3232Martin 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.


ABCA.PA
Sharpe ratio
The chart of Sharpe ratio for ABCA.PA, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.76
Sortino ratio
The chart of Sortino ratio for ABCA.PA, currently valued at -0.91, compared to the broader market-6.00-4.00-2.000.002.004.00-0.91
Omega ratio
The chart of Omega ratio for ABCA.PA, currently valued at 0.88, compared to the broader market0.501.001.502.000.88
Calmar ratio
The chart of Calmar ratio for ABCA.PA, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00-0.44
Martin ratio
The chart of Martin ratio for ABCA.PA, currently valued at -0.85, compared to the broader market-10.000.0010.0020.00-0.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.83, compared to the broader market-4.00-2.000.002.001.83
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.49, compared to the broader market-6.00-4.00-2.000.002.004.002.49
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.001.002.003.004.005.001.64
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.72, compared to the broader market-10.000.0010.0020.008.72

Sharpe Ratio

The current ABC arbitrage SA Sharpe ratio is -0.76. 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-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.76
1.56
ABCA.PA (ABC arbitrage SA)
Benchmark (^GSPC)

Dividends

Dividend History

ABC arbitrage SA granted a 6.91% dividend yield in the last twelve months. The annual payout for that period amounted to €0.30 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.30€0.41€0.40€0.50€0.33€0.43€0.40€0.45€0.40€0.40€0.40€0.32

Dividend yield

6.91%8.53%6.20%7.00%4.55%6.42%6.58%7.17%5.56%7.80%8.55%6.78%

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
2024€0.00€0.00€0.00€0.10€0.00€0.00€0.00€0.00€0.00€0.10
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€0.00€0.00€0.00€0.00€0.00€0.00€0.20€0.00€0.00€0.00€0.20€0.00€0.40
2013€0.27€0.00€0.00€0.00€0.00€0.00€0.05€0.32

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%6.9%
ABC arbitrage SA has a dividend yield of 6.91%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%146.4%
ABC arbitrage SA has a payout ratio of 146.43%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-34.61%
-4.14%
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 34.61%.


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 6.36%, 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%4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
6.36%
4.36%
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
50.0100.0150.0200.0250.0300.015.5
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 15.5. 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


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

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