Deutsche Post (Germany) Market Value
| DHL Stock | 41.60 0.10 0.24% |
| Symbol | Deutsche |
Deutsche Post '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 Post'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 Post.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Deutsche Post on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Post AG or generate 0.0% return on investment in Deutsche Post over 90 days.
Deutsche Post 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 Post'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 Post AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.2097 | |||
| Maximum Drawdown | 11.72 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 3.29 |
Deutsche Post Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Post's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Post's standard deviation. In reality, there are many statistical measures that can use Deutsche Post historical prices to predict the future Deutsche Post's volatility.| Risk Adjusted Performance | 0.1297 | |||
| Jensen Alpha | 0.3362 | |||
| Total Risk Alpha | 0.6044 | |||
| Sortino Ratio | 0.2798 | |||
| Treynor Ratio | 0.7789 |
Deutsche Post AG Backtested Returns
Deutsche Post appears to be very steady, given 3 months investment horizon. Deutsche Post AG secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Deutsche Post AG, which you can use to evaluate the volatility of the firm. Please utilize Deutsche Post's Mean Deviation of 1.2, coefficient of variation of 672.55, and Downside Deviation of 1.5 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Deutsche Post holds a performance score of 11. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Deutsche Post's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Post is expected to be smaller as well. Please check Deutsche Post's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Deutsche Post's price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Deutsche Post AG has good predictability. Overlapping area represents the amount of predictability between Deutsche Post time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Post AG price movement. The serial correlation of 0.67 indicates that around 67.0% of current Deutsche Post price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 1.44 |
Deutsche Post AG lagged returns against current returns
Autocorrelation, which is Deutsche Post 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 Post's stock expected returns. We can calculate the autocorrelation of Deutsche Post returns to help us make a trade decision. For example, suppose you find that Deutsche Post 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 Post 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 Post stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Post stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Post stock over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Post Lagged Returns
When evaluating Deutsche Post's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Post stock have on its future price. Deutsche Post 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 Post autocorrelation shows the relationship between Deutsche Post stock current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Post AG.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Deutsche Stock Analysis
When running Deutsche Post's price analysis, check to measure Deutsche Post'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 Post is operating at the current time. Most of Deutsche Post's value examination focuses on studying past and present price action to predict the probability of Deutsche Post'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 Post's price. Additionally, you may evaluate how the addition of Deutsche Post to your portfolios can decrease your overall portfolio volatility.