DWS Aktien (Germany) Market Value
| HJUI Fund | EUR 502.79 1.74 0.34% |
| Symbol | DWS |
Please note, there is a significant difference between DWS Aktien's value and its price as these two are different measures arrived at by different means. Investors typically determine if DWS Aktien is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DWS Aktien's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
DWS Aktien '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 DWS Aktien's fund 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 DWS Aktien.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in DWS Aktien on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding DWS Aktien Strategie or generate 0.0% return on investment in DWS Aktien over 180 days. DWS Aktien is related to or competes with Groupama Entreprises, Renaissance Europe, Superior Plus, Intel, Volkswagen, Reliance Steel, and Rolls Royce. More
DWS Aktien 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 DWS Aktien's fund 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 DWS Aktien Strategie upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.94 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.33 |
DWS Aktien Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DWS Aktien's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DWS Aktien's standard deviation. In reality, there are many statistical measures that can use DWS Aktien historical prices to predict the future DWS Aktien's volatility.| Risk Adjusted Performance | 0.02 | |||
| Jensen Alpha | 0.0066 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0448 |
DWS Aktien Strategie Backtested Returns
At this point, DWS Aktien is very steady. DWS Aktien Strategie secures Sharpe Ratio (or Efficiency) of 0.0162, which denotes the fund had a 0.0162% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for DWS Aktien Strategie, which you can use to evaluate the volatility of the entity. Please confirm DWS Aktien's Market Risk Adjusted Performance of 0.0548, mean deviation of 0.7626, and Downside Deviation of 1.06 to check if the risk estimate we provide is consistent with the expected return of 0.0154%. The fund shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, DWS Aktien's returns are expected to increase less than the market. However, during the bear market, the loss of holding DWS Aktien is expected to be smaller as well.
Auto-correlation | 0.28 |
Poor predictability
DWS Aktien Strategie has poor predictability. Overlapping area represents the amount of predictability between DWS Aktien time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 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 DWS Aktien Strategie price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current DWS Aktien price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 89.09 |
DWS Aktien Strategie lagged returns against current returns
Autocorrelation, which is DWS Aktien fund'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 DWS Aktien's fund expected returns. We can calculate the autocorrelation of DWS Aktien returns to help us make a trade decision. For example, suppose you find that DWS Aktien has exhibited high autocorrelation historically, and you observe that the fund 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 |
DWS Aktien 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 DWS Aktien fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DWS Aktien fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DWS Aktien fund over time.
Current vs Lagged Prices |
| Timeline |
DWS Aktien Lagged Returns
When evaluating DWS Aktien's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DWS Aktien fund have on its future price. DWS Aktien 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, DWS Aktien autocorrelation shows the relationship between DWS Aktien fund current value and its past values and can show if there is a momentum factor associated with investing in DWS Aktien Strategie.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DWS Fund
DWS Aktien financial ratios help investors to determine whether DWS Fund 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 DWS with respect to the benefits of owning DWS Aktien security.
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