Deutsche Bank Ag Stock Market Value
| DB Stock | USD 23.96 0.54 2.20% |
| Symbol | Deutsche |
Deutsche Bank AG Price To Book Ratio
Is Diversified Capital Markets space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Deutsche Bank. If investors know Deutsche will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Deutsche Bank listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.446 | Dividend Share 0.45 | Earnings Share 2.01 | Revenue Per Share | Quarterly Revenue Growth 0.017 |
The market value of Deutsche Bank AG is measured differently than its book value, which is the value of Deutsche that is recorded on the company's balance sheet. Investors also form their own opinion of Deutsche Bank's value that differs from its market value or its book value, called intrinsic value, which is Deutsche Bank's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Deutsche Bank's market value can be influenced by many factors that don't directly affect Deutsche Bank's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Deutsche Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if Deutsche Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Deutsche Bank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Deutsche Bank 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Deutsche Bank's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Deutsche Bank.
| 12/30/2024 |
| 03/30/2025 |
If you would invest 0.00 in Deutsche Bank on December 30, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Bank AG or generate 0.0% return on investment in Deutsche Bank over 90 days. Deutsche Bank is related to or competes with Banco Bradesco, Itau Unibanco, Lloyds Banking, Banco Santander, Western Alliance, Comerica, and KeyCorp. Cardales UK Ltd. operates as a subsidiary of Deutsche Bank Aktiengesellschaft More
Deutsche Bank Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Deutsche Bank's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Deutsche Bank AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.2389 | |||
| Maximum Drawdown | 17.66 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 4.09 |
Deutsche Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Bank's standard deviation. In reality, there are many statistical measures that can use Deutsche Bank historical prices to predict the future Deutsche Bank's volatility.| Risk Adjusted Performance | 0.1966 | |||
| Jensen Alpha | 0.6162 | |||
| Total Risk Alpha | 0.7055 | |||
| Sortino Ratio | 0.339 | |||
| Treynor Ratio | 0.4298 |
Deutsche Bank AG Backtested Returns
Deutsche Bank appears to be not too volatile, given 3 months investment horizon. Deutsche Bank AG secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the company had a 0.22 % return per unit of risk over the last 3 months. By reviewing Deutsche Bank's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please utilize Deutsche Bank's Downside Deviation of 1.77, mean deviation of 1.63, and Coefficient Of Variation of 451.53 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Deutsche Bank holds a performance score of 17. The firm shows a Beta (market volatility) of 1.27, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Deutsche Bank will likely underperform. Please check Deutsche Bank's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Deutsche Bank's price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Deutsche Bank AG has good predictability. Overlapping area represents the amount of predictability between Deutsche Bank time series from 30th of December 2024 to 13th of February 2025 and 13th of February 2025 to 30th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Deutsche Bank AG price movement. The serial correlation of 0.79 indicates that around 79.0% of current Deutsche Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 2.96 |
Deutsche Bank AG lagged returns against current returns
Autocorrelation, which is Deutsche Bank stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Deutsche Bank's stock expected returns. We can calculate the autocorrelation of Deutsche Bank returns to help us make a trade decision. For example, suppose you find that Deutsche Bank has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Deutsche Bank regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Deutsche Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Bank Lagged Returns
When evaluating Deutsche Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Bank stock have on its future price. Deutsche Bank autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Deutsche Bank autocorrelation shows the relationship between Deutsche Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Bank AG.
Regressed Prices |
| Timeline |
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Check out Deutsche Bank Correlation, Deutsche Bank Volatility and Deutsche Bank Alpha and Beta module to complement your research on Deutsche Bank. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Deutsche Bank technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.