Deutsche Börse (Germany) Market Value
| DB1 Stock | 270.80 0.60 0.22% |
| Symbol | Deutsche |
Deutsche Börse '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 Börse'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 Börse.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Deutsche Börse on December 19, 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 Börse over 90 days. Deutsche Börse is related to or competes with Autohome, Pets At, AGF Management, CEOTRONICS (CEKSG), Hisense Home, AUTOHOME INC, and Perdoceo Education. More
Deutsche Börse 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 Börse'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 | 0.7356 | |||
| Information Ratio | 0.4378 | |||
| Maximum Drawdown | 3.45 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 2.29 |
Deutsche Börse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Börse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Börse's standard deviation. In reality, there are many statistical measures that can use Deutsche Börse historical prices to predict the future Deutsche Börse's volatility.| Risk Adjusted Performance | 0.3047 | |||
| Jensen Alpha | 0.3221 | |||
| Total Risk Alpha | 0.391 | |||
| Sortino Ratio | 0.5298 | |||
| Treynor Ratio | 1.17 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Börse'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
Deutsche Börse appears to be very steady, given 3 months investment horizon. Deutsche Brse AG secures Sharpe Ratio (or Efficiency) of 0.35, which denotes the company had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Deutsche Brse AG, which you can use to evaluate the volatility of the firm. Please utilize Deutsche Börse's Downside Deviation of 0.7356, mean deviation of 0.6857, and Coefficient Of Variation of 288.22 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Deutsche Börse holds a performance score of 27. The firm shows a Beta (market volatility) of 0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Börse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Börse is expected to be smaller as well. Please check Deutsche Börse's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Deutsche Börse's price patterns will revert.
Auto-correlation | 0.91 |
Excellent predictability
Deutsche Brse AG has excellent predictability. Overlapping area represents the amount of predictability between Deutsche Börse time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Brse AG price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Deutsche Börse price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 49.81 |
Deutsche Brse AG lagged returns against current returns
Autocorrelation, which is Deutsche Börse 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 Börse's stock expected returns. We can calculate the autocorrelation of Deutsche Börse returns to help us make a trade decision. For example, suppose you find that Deutsche Börse 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 Börse 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 Börse stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Börse stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Börse stock over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Börse Lagged Returns
When evaluating Deutsche Börse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Börse stock have on its future price. Deutsche Börse 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 Börse autocorrelation shows the relationship between Deutsche Börse 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 Börse's price analysis, check to measure Deutsche Börse'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 Börse is operating at the current time. Most of Deutsche Börse's value examination focuses on studying past and present price action to predict the probability of Deutsche Börse'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 Börse's price. Additionally, you may evaluate how the addition of Deutsche Börse to your portfolios can decrease your overall portfolio volatility.