Deutsche Bank (Germany) Market Value
| DBK Stock | EUR 16.87 0.13 0.76% |
| Symbol | Deutsche |
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.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Deutsche Bank on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Bank Aktiengesellschaft or generate 0.0% return on investment in Deutsche Bank over 30 days. Deutsche Bank is related to or competes with FLOW TRADERS, MARKET VECTR, Molson Coors, Boston Beer, Tradeweb Markets, National Beverage, and MOLSON COORS. 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 Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.0912 | |||
| Maximum Drawdown | 7.56 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.54 |
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 | 0.0949 | |||
| Jensen Alpha | 0.1352 | |||
| Total Risk Alpha | 0.1082 | |||
| Sortino Ratio | 0.095 | |||
| Treynor Ratio | 1.08 |
Deutsche Bank Aktien Backtested Returns
Currently, Deutsche Bank Aktiengesellschaft is very steady. Deutsche Bank Aktien secures Sharpe Ratio (or Efficiency) of 0.0776, which denotes the company had a 0.0776% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Deutsche Bank Aktiengesellschaft, which you can use to evaluate the volatility of the firm. Please confirm Deutsche Bank's Downside Deviation of 1.26, coefficient of variation of 888.16, and Mean Deviation of 0.9462 to check if the risk estimate we provide is consistent with the expected return of 0.1%. Deutsche Bank has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Bank is expected to be smaller as well. Deutsche Bank Aktien right now shows a risk of 1.3%. Please confirm Deutsche Bank Aktien sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Deutsche Bank Aktien will be following its price patterns.
Auto-correlation | 0.59 |
Modest predictability
Deutsche Bank Aktiengesellschaft has modest predictability. Overlapping area represents the amount of predictability between Deutsche Bank time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 Aktien price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Deutsche Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Deutsche Bank Aktien 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 Aktiengesellschaft.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Deutsche Stock Analysis
When running Deutsche Bank's price analysis, check to measure Deutsche Bank'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 Bank is operating at the current time. Most of Deutsche Bank's value examination focuses on studying past and present price action to predict the probability of Deutsche Bank'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 Bank's price. Additionally, you may evaluate how the addition of Deutsche Bank to your portfolios can decrease your overall portfolio volatility.