(ABN) ABN Amro - Ratings and Ratios
Savings, Loans, Mortgages, Investments, Insurance
EPS (Earnings per Share)
Revenue
Dividends
| Dividend Yield | 4.40% |
| Yield on Cost 5y | 21.90% |
| Yield CAGR 5y | 21.67% |
| Payout Consistency | 93.5% |
| Payout Ratio | 52.4% |
| Risk via 10d forecast | |
|---|---|
| Volatility | 25.5% |
| Value at Risk 5%th | 38.3% |
| Relative Tail Risk | -8.59% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 2.75 |
| Alpha | 105.65 |
| CAGR/Max DD | 1.90 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.497 |
| Beta | 0.208 |
| Beta Downside | 0.469 |
| Drawdowns 3y | |
|---|---|
| Max DD | 22.29% |
| Mean DD | 6.57% |
| Median DD | 5.38% |
Description: ABN ABN Amro October 16, 2025
ABN AMRO Bank N.V. is a Dutch-headquartered universal bank that serves retail, private, and corporate clients across the Netherlands, broader Europe, the United States, and Asia. Its operations are organized into three business lines – Personal & Business Banking, Wealth Management, and Corporate Banking – offering a full suite of deposit, loan, insurance, pension, and asset-based financing products, as well as clearing, brokerage, and digital banking services.
Key performance indicators from the latest FY 2024 report show a net interest margin of 1.55 % (down 5 bps YoY) and loan growth of 3.2 % driven primarily by Dutch mortgage and SME lending. The bank’s return on equity (ROE) stabilized at 9.8 % after a period of cost-reduction initiatives, while its cost-to-income ratio fell to 68 %.
Sector-wide, the Dutch banking market is sensitive to the Eurozone’s monetary policy cycle; the European Central Bank’s gradual rate hikes are compressing margins but also improving net interest income for banks with a strong loan-to-deposit balance like ABN AMRO. Additionally, the ongoing digital transformation in banking is pushing the firm to expand its online banking platform, where active user growth reached 12 % YoY in Q3 2024.
For a deeper dive into how these dynamics translate into valuation metrics and potential upside, you might find a focused analysis on ValueRay useful.
Piotroski VR‑10 (Strict, 0-10) 2.5
| Net Income (2.24b TTM) > 0 and > 6% of Revenue (6% = 522.0m TTM) |
| FCFTA -0.03 (>2.0%) and ΔFCFTA -2.69pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| error: NWC/Revenue cannot be calculated (needs Current Assets/Liabilities and Revenue current+prev) |
| CFO/TA -0.03 (>3.0%) and CFO -10.79b <= Net Income 2.24b (YES >=105%, WARN >=100%) |
| Net Debt (42.65b) to EBITDA (9.95b) ratio: 4.29 <= 3.0 (WARN <= 3.5) |
| error: Current Ratio cannot be calculated (needs Total Current Assets and Liabilities) |
| Outstanding Shares last Quarter (823.2m) change vs 12m ago -1.18% (target <= -2.0% for YES) |
| Gross Margin 100.0% (prev 92.90%; Δ 7.10pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 2.09% (prev 2.94%; Δ -0.84pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 1.46 (EBITDA TTM 9.95b / Interest Expense TTM 6.73b) >= 6 (WARN >= 3) |
ValueRay F-Score (Strict, 0-100) 54.03
| 1. Piotroski 2.50pt |
| 2. FCF Yield 56.42% |
| 3. FCF Margin data missing |
| 4. Debt/Equity data missing |
| 5. Debt/Ebitda 4.29 |
| 6. ROIC - WACC (= 0.00)% |
| 7. RoE 8.34% |
| 8. Rev. Trend 19.97% |
| 9. EPS Trend 36.82% |
What is the price of ABN shares?
Over the past week, the price has changed by +8.67%, over one month by +15.32%, over three months by +18.45% and over the past year by +113.89%.
Is ABN a buy, sell or hold?
What are the forecasts/targets for the ABN price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 28.6 | -2.6% |
| Analysts Target Price | - | - |
| ValueRay Target Price | 43.4 | 47.8% |
ABN Fundamental Data Overview November 22, 2025
Market Cap EUR = 22.13b (22.13b EUR * 1.0 EUR.EUR)
P/E Trailing = 10.5412
P/E Forward = 9.8135
P/S = 2.5321
P/B = 0.831
P/EG = 2.9952
Beta = 0.764
Revenue TTM = 8.70b EUR
EBIT TTM = 9.82b EUR
EBITDA TTM = 9.95b EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = 42.65b EUR (from netDebt column, last quarter)
Enterprise Value = -19.93b EUR (22.13b + (null Debt) - CCE 42.06b)
Interest Coverage Ratio = 1.46 (Ebit TTM 9.82b / Interest Expense TTM 6.73b)
FCF Yield = 56.42% (FCF TTM -11.25b / Enterprise Value -19.93b)
FCF Margin = -129.3% (FCF TTM -11.25b / Revenue TTM 8.70b)
Net Margin = 25.74% (Net Income TTM 2.24b / Revenue TTM 8.70b)
Gross Margin = 100.0% ((Revenue TTM 8.70b - Cost of Revenue TTM 0.0) / Revenue TTM)
Gross Margin QoQ = 100.0% (prev 100.0%)
Tobins Q-Ratio = -0.05 (set to none) (Enterprise Value -19.93b / Total Assets 427.69b)
Interest Expense / Debt = unknown (Interest Expense 2.21b / Debt none)
Taxrate = 23.73% (192.0m / 809.0m)
NOPAT = 7.49b (EBIT 9.82b * (1 - 23.73%))
Current Ratio = unknown (Total Current Assets 42.06b / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = 4.29 (Net Debt 42.65b / EBITDA 9.95b)
Debt / FCF = -3.79 (negative FCF - burning cash) (Net Debt 42.65b / FCF TTM -11.25b)
Total Stockholder Equity = 26.86b (last 4 quarters mean from totalStockholderEquity)
RoA = 0.52% (Net Income 2.24b / Total Assets 427.69b)
RoE = 8.34% (Net Income TTM 2.24b / Total Stockholder Equity 26.86b)
RoCE = unknown (EBIT 9.82b / Capital Employed )
RoIC = 6.78% (NOPAT 7.49b / Invested Capital 110.45b)
WACC = 6.78% (E(22.13b)/V(22.13b) * Re(6.78%) + (debt-free company))
Discount Rate = 6.78% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Shares Correlation 3-Years: -100.0 | Cagr: -6.29%
Fair Price DCF = unknown (Cash Flow -11.25b)
EPS Correlation: 36.82 | EPS CAGR: 4.90% | SUE: 0.12 | # QB: 0
Revenue Correlation: 19.97 | Revenue CAGR: 2.56% | SUE: -0.02 | # QB: 0