ABCCF (ABC arbitrage) Shiller PE Ratio: 11.80 (As of Jul. 24, 2026) — 12% Below Median

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Director of Data and Quant Analytics at GuruFocus
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Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

ABCCF ABC arbitrage SA ABCCF
67 GF Score
Price $6.49
GF Value $8.34
! 3 Warning Signs
View Full Analysis

What is ABC arbitrage Shiller PE Ratio?

ABC arbitrage ABCCF 67 Shiller PE Ratio is 11.80 as of Jul. 24, 2026, which is 12% below its 10-year median of 13.35. GuruFocus rates ABCCF with a GF Score™ of 67/100 and a GF Value™ of $8.34. The stock has 3 warning signs investors should review. Among 774 Asset Management companies, ABC arbitrage ranks better than 60.59% on this metric.

As of today (2026-07-24), ABC arbitrage's current share price is $6.49. ABC arbitrage's E10 for the fiscal year that ended in Dec25 was $0.55. ABC arbitrage's Shiller PE Ratio for today is 11.80.

The historical rank and industry rank for ABC arbitrage's Shiller PE Ratio or its related term are showing as below:

ABCCF' s Shiller PE Ratio Range Over the Past 10 Years
Min: 8.19   Med: 13.35   Max: 18.81
Current: 11.12

During the past 13 years, ABC arbitrage's highest Shiller PE Ratio was 18.81. The lowest was 8.19. And the median was 13.35.

ABCCF's Shiller PE Ratio is ranked better than
60.59% of 774 companies
in the Asset Management industry
Industry Median: 12.63 vs ABCCF: 11.12

E10 is a concept invented by Prof. Robert Shiller, who uses E10 for his Shiller PE Ratio calculation. E10 is the average of the inflation adjusted earnings of a company over the past 10 years.

ABC arbitrage's adjusted earnings per share data of for the fiscal year that ended in Dec25 was $0.492. Add all the adjusted EPS for the past 10 years together and divide 10 will get our E10, which is $0.55 for the trailing ten years ended in Dec25.

Shiller PE for Stocks: The True Measure of Stock Valuation


ABC arbitrage  (OTCPK:ABCCF) Shiller PE Ratio Explanation

Compared with the regular PE Ratio, which works poorly for cyclical businesses, the Shiller PE Ratio smoothed out the fluctuations of profit margins during business cycles. Therefore it is more accurate in reflecting the valuation of the company.

If a company has consistent business performance, the Shiller PE Ratio should give similar results to regular PE Ratio.

Compared with the PS Ratio, the Shiller PE Ratio makes the comparison between different industries more meaningful.


Be Aware

Shiller PE Ratio assumes that over the long term, businesses and profitability revert to their means. If a company's business model does not work in the future compared with the past, Shiller PE Ratio and PS Ratio will give false valuations.


ABC arbitrage Shiller PE Ratio Related Terms


ABC arbitrage Shiller PE Ratio Historical Data

* Premium members only.

The historical data trend for ABC arbitrage's Shiller PE Ratio can be seen below:

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

ABC arbitrage Shiller PE Ratio Chart

ABC arbitrage Annual Data
Trend Dec16 Dec17 Dec18 Dec19 Dec20 Dec21 Dec22 Dec23 Dec24 Dec25
Shiller PE Ratio
Get a 7-Day Free Trial Premium Member Only Premium Member Only 17.29 14.89 10.57 10.31 11.78

ABC arbitrage Semi-Annual Data
Jun16 Dec16 Jun17 Dec17 Jun18 Dec18 Jun19 Dec19 Jun20 Dec20 Jun21 Dec21 Jun22 Dec22 Jun23 Dec23 Jun24 Dec24 Jun25 Dec25
Shiller PE Ratio Get a 7-Day Free Trial Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only 10.57 0.00 10.31 0.00 11.78

ABCCF vs BLK, BX, KKR: Shiller PE Ratio Comparison

For the Asset Management subindustry, ABC arbitrage's Shiller PE Ratio, along with its competitors' market caps and Shiller PE Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


ABC arbitrage Shiller PE Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, ABC arbitrage's Shiller PE Ratio distribution charts can be found below:

* The bar in red indicates where ABC arbitrage's Shiller PE Ratio falls into.


ABCCF
67GF Score
ABC arbitrage SA ABCCF
Shiller PE Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

ABC arbitrage Shiller PE Ratio Calculation

For Shiller PE Ratio, the earnings of the past 10 years are inflation-adjusted and averaged. The result is used for P/E calculation. Since it looks at the average over the last 10 years, the Shiller PE Ratio is also called PE10.

The Shiller PE Ratio was first used by professor Robert Shiller to measure the valuation of the overall market. The same calculation is applied here to individual companies.

ABC arbitrage's Shiller PE Ratio for today is calculated as

Shiller PE Ratio=Share Price/ E10
=6.49/0.55
=11.80

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

ABC arbitrage's E10 for the fiscal year that ended in Dec25 is calculated as:

For example, ABC arbitrage's adjusted earnings per share data for the fiscal year that ended in Dec25 was:

Adj_EPS=Earnings per Share (Diluted)/CPI of Dec25 (Change)*Current CPI (Dec25)
=0.492/120.9000*120.9000
=0.492

Current CPI (Dec25) = 120.9000.

ABC arbitrage Annual Data

Earnings per Share (Diluted) CPI Adj_EPS
201612 0.538 100.650 0.646
201712 0.367 101.850 0.436
201812 0.375 103.470 0.438
201912 0.344 104.980 0.396
202012 0.706 104.960 0.813
202112 0.520 107.850 0.583
202212 0.519 114.160 0.550
202312 0.305 118.390 0.311
202412 0.471 119.950 0.475
202512 0.492 120.900 0.492

Add all the adjusted EPS together and divide 10 will get our E10.

Please note that we use the CPI data of the country/region where the company is headquartered. If the CPI data for that country/region is not available, then we will use the CPI data of the United States as default.

Frequently Asked Questions Learn more about Shiller PE Ratio →
What does a Shiller PE Ratio of 11.80 mean?
ABC arbitrage (ABCCF) has a Shiller PE Ratio of 11.80 as of Jul. 24, 2026. Shiller price-earnings ratio is the ratio of share price to a company's inflation-adjusted earnings over a 10-year period. View historical data on ABC arbitrage and its competitors. This is 12% below median its historical median of 13.35. Over the past decade, ABC arbitrage's Shiller PE Ratio has ranged from 8.19 to 18.81. According to the industry distribution chart, ABC arbitrage ranks #305 out of 774 companies in the Asset Management industry, placing it in the top 39.4%.
Is ABC arbitrage's Shiller PE Ratio too high?
ABC arbitrage's current Shiller PE Ratio of 11.80 is 12% below median its 10-year median of 13.35. Over the past 10 years, this metric has ranged from a low of 8.19 to a high of 18.81. The Asset Management industry median Shiller PE Ratio is 12.63. ABC arbitrage's value of 11.80 is 6.6% below this industry median. Based on the distribution chart, ABC arbitrage ranks #305 out of 774 companies in the Asset Management industry, which is above the industry midpoint. Overall, ABC arbitrage has a GF Score™ of 67/100, reflecting its overall financial health beyond just this single metric.
How does ABC arbitrage's Shiller PE Ratio compare to BLK and BX?
According to the Asset Management industry distribution chart, ABC arbitrage ranks #305 out of 774 companies for Shiller PE Ratio. This puts ABC arbitrage in the upper half of its industry. The industry median Shiller PE Ratio is 12.63. ABC arbitrage's value of 11.80 is 6.6% below this benchmark. Historically, ABC arbitrage's own Shiller PE Ratio has ranged from 8.19 to 18.81 over the past decade. While the company's 10-year median is 13.35 vs. the industry median of 12.63, ABC arbitrage has consistently been below the industry average. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Shiller PE Ratio for an Asset Management company?
The median Shiller PE Ratio among Asset Management companies is 12.63, based on 774 companies in the industry. Companies in the top quartile (top 25%) have a Shiller PE Ratio significantly above this median, while those in the bottom quartile fall well below. However, Shiller PE Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. ABC arbitrage's current Shiller PE Ratio of 11.80 is 6.6% below the industry median. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Shiller PE Ratio mean?
A high Shiller PE Ratio can signal that a stock is expensive relative to its fundamentals. Shiller price-earnings ratio is the ratio of share price to a company's inflation-adjusted earnings over a 10-year period. View historical data on ABC arbitrage and its competitors. For the Asset Management industry, the median Shiller PE Ratio is 12.63 — values significantly above this may indicate overvaluation, while values below may suggest a bargain or underlying issues. ABC arbitrage's current Shiller PE Ratio is 11.80, which is 12% below median its own 10-year median of 13.35. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is ABC arbitrage stock overvalued right now?
ABC arbitrage (ABCCF) has a current Shiller PE Ratio of 11.80. The stock's GF Value™ is $8.34, compared to a current price of $6.49 — trading 22.2% below its estimated fair value. The current Shiller PE Ratio is 11.80, which is 12% below median its 10-year median of 13.35 and 6.6% below the Asset Management industry median of 12.63. ABC arbitrage's overall GF Score™ is 67/100 with 3 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Shiller PE Ratio calculated?
Shiller PE Ratio is calculated from a company's financial statements. For ABC arbitrage (ABCCF), the current Shiller PE Ratio is 11.80 as of Jul. 24, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is ABC arbitrage (ABCCF) Overvalued in 2026?

Based on GuruFocus' analysis, ABC arbitrage stock appears to be undervalued. The current stock price of $6.49 is trading 22.2% below its estimated GF Value™ of $8.34.

Key valuation signals for ABCCF:

  • Shiller PE Ratio: 11.80 (12% below median its 10-year median of 13.35)
  • GF Value™: $8.34 vs. price of $6.49 (22.2% below fair value)
  • GF Score™: 67/100 with 3 warning signs
  • Industry Position: 6.6% below the Asset Management median (#305 of 774)

No single metric tells the full story. See the ABCCF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.


ABC arbitrage Business Description

Address 18 rue du Quatre Septembre, Paris, FRA, 75002
ABC arbitrage SA is a France-based company engaged in the design of arbitration strategies in European and American financial markets. The group conducts two types of arbitrage strategies, including arbitrage without market risks, which exploits opportunities that are independent of directional or event risks, and arbitrage with market risks, where various risks involved are systematically identified and hedged using appropriate instruments. ABC Arbitrage also provides asset management services to institutional clients and advisory services for third-party institutional clients or qualified investors. The company's funds are managed by ABC Arbitrage Asset Management.
67GF Score

Get the complete analysis for ABCCF

Shiller PE Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$6.49
Price
$8.34
GF Value