Deutsche Brse (Germany) Market Value
| DB1 Stock | 223.00 1.50 0.68% |
| Symbol | Deutsche |
Deutsche Brse '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 Brse'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 Brse.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Deutsche Brse on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Brse AG or generate 0.0% return on investment in Deutsche Brse over 30 days. Deutsche Brse is related to or competes with LONDON STEXUNSPADRS12, ASX, SINGAPORE EXUNSPADR15, Superior Plus, Origin Agritech, INTUITIVE SURGICAL, and Intel. More
Deutsche Brse 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 Brse'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 Brse AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9631 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.43 |
Deutsche Brse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Brse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Brse's standard deviation. In reality, there are many statistical measures that can use Deutsche Brse historical prices to predict the future Deutsche Brse's volatility.| Risk Adjusted Performance | 0.0857 | |||
| Jensen Alpha | 0.114 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.58) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Brse's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Deutsche Brse AG Backtested Returns
Currently, Deutsche Brse AG is very steady. Deutsche Brse AG secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Deutsche Brse AG, which you can use to evaluate the volatility of the firm. Please confirm Deutsche Brse's Mean Deviation of 0.7449, downside deviation of 0.9631, and Coefficient Of Variation of 864.02 to check if the risk estimate we provide is consistent with the expected return of 0.1%. Deutsche Brse has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Deutsche Brse are expected to decrease at a much lower rate. During the bear market, Deutsche Brse is likely to outperform the market. Deutsche Brse AG right now shows a risk of 0.91%. Please confirm Deutsche Brse AG expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Deutsche Brse AG will be following its price patterns.
Auto-correlation | 0.06 |
Virtually no predictability
Deutsche Brse AG has virtually no predictability. Overlapping area represents the amount of predictability between Deutsche Brse time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 2024. 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 Brse AG price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Deutsche Brse price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 4.48 |
Deutsche Brse AG lagged returns against current returns
Autocorrelation, which is Deutsche Brse 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 Brse's stock expected returns. We can calculate the autocorrelation of Deutsche Brse returns to help us make a trade decision. For example, suppose you find that Deutsche Brse 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 Brse 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 Brse stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Brse stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Brse stock over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Brse Lagged Returns
When evaluating Deutsche Brse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Brse stock have on its future price. Deutsche Brse 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 Brse autocorrelation shows the relationship between Deutsche Brse stock current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Brse AG.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Deutsche Stock Analysis
When running Deutsche Brse's price analysis, check to measure Deutsche Brse's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Deutsche Brse is operating at the current time. Most of Deutsche Brse's value examination focuses on studying past and present price action to predict the probability of Deutsche Brse's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deutsche Brse's price. Additionally, you may evaluate how the addition of Deutsche Brse to your portfolios can decrease your overall portfolio volatility.