ABM Industries Inc (ABM) Daily/Weekly Backtest Results crown

Buy indicator:            
            [ What are these indicators? | Switch to ABM's monthly backtests ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 4.65%.   Win rate: 85.71%.   Sharpe Ratio: -2.411.   Maximum drawdown: 30.94% on 17 December 2018.
Mean CAGR: 76.85%. Time in market: 2824 days.   Hypothetical return: $1000 would be worth $1823.11 on 17 July 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for ABM Industries

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 21 signal(s) occurring before 06 February 2024 for a 5% profit target: (85.71% * 6.08%) + (9.52% * 0.96%) - (4.76% * 13.76%) = 4.65%.
Wins: 18 Breakevens: 2 Losses: 1

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

ABM Industries Analysis

Market sector: Industrials.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Large Gap Down Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each large gap down entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
12 February 2026 $45.04 schedule schedule schedule schedule schedule
29 October 2025 $44.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
06 June 2025 $47.54 schedule schedule schedule schedule schedule
10 March 2025 $52.71 schedule schedule schedule schedule schedule
06 September 2024 $55.54 schedule schedule schedule schedule schedule
14 December 2023 $49.96 select_check_box select_check_box select_check_box select_check_box select_check_box
07 September 2023 $39.58 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
09 June 2022 $45.12 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
25 April 2022 $51.47 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 January 2022 $44.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
19 July 2021 $45.09 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
29 March 2021 $51.13 select_check_box select_check_box select_check_box select_check_box select_check_box
08 September 2020 $37.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 September 2019 $36.12 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 March 2019 $33.85 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 December 2018 $28.24 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
20 November 2018 $29.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
23 August 2018 $29.72 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
16 July 2018 $29.45 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 June 2018 $29.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 March 2018 $32.93 select_check_box select_check_box select_check_box select_check_box select_check_box
05 February 2018 $33.97 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
14 December 2017 $36.17 select_check_box select_check_box select_check_box select_check_box select_check_box
07 September 2017 $37.88 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
12 June 2017 $39.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
09 September 2016 $36.37 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for ABM Industries Inc (exchange: XNYS symbol: ABM) was last updated 13 Feb 2026 06:36. Data for this stock is available from 01 Sep 2015 - 12 Feb 2026.