(ABN) ABN Amro - Ratings and Ratios
Savings, Loans, Mortgage, Investment, Insurance, Cards
EPS (Earnings per Share)
Revenue
Dividends
| Dividend Yield | 4.25% |
| Yield on Cost 5y | 21.29% |
| Yield CAGR 5y | 17.36% |
| Payout Consistency | 92.5% |
| Payout Ratio | 52.4% |
| Risk via 5d forecast | |
|---|---|
| Volatility | 25.6% |
| Value at Risk 5%th | 38.7% |
| Relative Tail Risk | -8.07% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 2.62 |
| Alpha | 99.67 |
| CAGR/Max DD | 1.69 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.537 |
| Beta | 0.230 |
| Beta Downside | 0.523 |
| Drawdowns 3y | |
|---|---|
| Max DD | 22.29% |
| Mean DD | 6.58% |
| Median DD | 5.37% |
Description: ABN ABN Amro December 19, 2025
ABN AMRO Bank N.V. is a Dutch-headquartered, diversified banking group serving retail, private, and corporate clients across the Netherlands, broader Europe, the United States, and Asia. It operates through three primary segments-Personal & Business Banking, Wealth Management, and Corporate Banking-offering a full suite of products from savings accounts and mortgages to asset-based financing, insurance, and electronic payment services.
Key performance indicators (KPIs) from the most recent FY 2023 show a net interest margin (NIM) of roughly 1.6 % and a Common Equity Tier 1 (CET1) capital ratio of about 14.5 %, indicating solid profitability and capital resilience. The bank’s return on equity (ROE) hovered near 10 %, while its cost-to-income ratio improved to 58 % after a 2022-23 cost-efficiency program.
Sector-level drivers that materially affect ABN AMRO include the European Central Bank’s monetary-policy stance-higher policy rates tend to lift NIM but also increase funding costs for mortgage-heavy balance sheets-and the ongoing digital-banking transformation, where mobile-first adoption rates in the Netherlands now exceed 70 % of retail customers, pressuring legacy channel costs.
For a deeper quantitative assessment, you might explore ValueRay’s analytics platform for ABN AMRO’s valuation metrics.
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 43.61%; Δ 56.39pp) >=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) 51.85
| 1. Piotroski 2.50pt |
| 2. FCF Yield 64.52% |
| 3. FCF Margin data missing |
| 4. Debt/Equity data missing |
| 5. Debt/Ebitda 4.29 |
| 6. ROIC - WACC (= 0.02)% |
| 7. RoE 8.34% |
| 8. Rev. Trend 20.93% |
| 9. EPS Trend -8.80% |
What is the price of ABN shares?
Over the past week, the price has changed by +0.33%, over one month by +2.09%, over three months by +13.29% and over the past year by +109.48%.
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 | 30.7 | 1.3% |
| Analysts Target Price | - | - |
| ValueRay Target Price | 43.6 | 43.8% |
ABN Fundamental Data Overview January 10, 2026
P/E Trailing = 11.7333
P/E Forward = 10.9649
P/S = 2.8184
P/B = 0.9288
P/EG = 2.9952
Beta = 0.809
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 = -17.43b EUR (24.63b + (null Debt) - CCE 42.06b)
Interest Coverage Ratio = 1.46 (Ebit TTM 9.82b / Interest Expense TTM 6.73b)
EV/FCF = 1.55x (Enterprise Value -17.43b / FCF TTM -11.25b)
FCF Yield = 64.52% (FCF TTM -11.25b / Enterprise Value -17.43b)
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 = -0.04 (set to none) (Enterprise Value -17.43b / 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 = 0.54% (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 = 6.76% (E(24.63b)/V(24.63b) * Re(6.76%) + (debt-free company))
Discount Rate = 6.76% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Shares Correlation 3-Years: -100.0 | Cagr: -6.29%
Fair Price DCF = unknown (Cash Flow -11.25b)
EPS Correlation: -8.80 | EPS CAGR: -35.99% | SUE: -4.0 | # QB: 0
Revenue Correlation: 20.93 | Revenue CAGR: 2.56% | SUE: -0.02 | # QB: 0
EPS next Quarter (2026-03-31): EPS=0.63 | Chg30d=-0.013 | Revisions Net=-1 | Analysts=3
EPS next Year (2026-12-31): EPS=2.74 | Chg30d=+0.015 | Revisions Net=-1 | Growth EPS=+6.2% | Growth Revenue=+6.4%