Deutsche Post (Germany) Market Value
| DPWA Stock | EUR 33.10 0.60 1.78% |
| 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.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Deutsche Post on November 22, 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 30 days. Deutsche Post is related to or competes with United Parcel, FedEx, DSV Panalpina, ZTO Express, Bollor SE, and Expeditors International. Deutsche Post AG operates as a mail and logistics company in Germany, rest of Europe, the Americas, the Asia Pacific, th... More
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.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 9.4 | |||
| Value At Risk | (3.22) | |||
| Potential Upside | 2.83 |
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 | (0.10) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 0.6869 |
Deutsche Post AG Backtested Returns
Deutsche Post AG secures Sharpe Ratio (or Efficiency) of -0.0972, which denotes the company had a -0.0972% return per unit of risk over the last 3 months. Deutsche Post AG exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Deutsche Post's Variance of 3.4, standard deviation of 1.84, and Mean Deviation of 1.41 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Deutsche Post are expected to decrease at a much lower rate. During the bear market, Deutsche Post is likely to outperform the market. At this point, Deutsche Post AG has a negative expected return of -0.17%. Please make sure to confirm Deutsche Post's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Deutsche Post AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
Deutsche Post AG has modest reverse predictability. Overlapping area represents the amount of predictability between Deutsche Post time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Post AG price movement. The serial correlation of -0.48 indicates that about 48.0% of current Deutsche Post price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.27 |
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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Deutsche Stock
Deutsche Post financial ratios help investors to determine whether Deutsche Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Deutsche with respect to the benefits of owning Deutsche Post security.