Deutsche Multi Asset Moderate Fund Market Value

PPLSX Fund  USD 7.02  0.05  0.72%   
Deutsche Multi's market value is the price at which a share of Deutsche Multi trades on a public exchange. It measures the collective expectations of Deutsche Multi Asset Moderate investors about its performance. Deutsche Multi is trading at 7.02 as of the 15th of March 2025; that is 0.72 percent up since the beginning of the trading day. The fund's open price was 6.97.
With this module, you can estimate the performance of a buy and hold strategy of Deutsche Multi Asset Moderate and determine expected loss or profit from investing in Deutsche Multi over a given investment horizon. Check out Deutsche Multi Correlation, Deutsche Multi Volatility and Deutsche Multi Alpha and Beta module to complement your research on Deutsche Multi.
Symbol

Please note, there is a significant difference between Deutsche Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Deutsche Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Deutsche Multi'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.

Deutsche Multi '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 Multi's mutual 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 Deutsche Multi.
0.00
12/15/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/15/2025
0.00
If you would invest  0.00  in Deutsche Multi on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Multi Asset Moderate or generate 0.0% return on investment in Deutsche Multi over 90 days. Deutsche Multi is related to or competes with Gmo Global, Ab Global, Nuveen Global, Dreyfusstandish Global, Calvert Global, and Rbb Fund. The fund seeks to achieve its objective by investing in a broad range of both traditional asset classes and alternative ... More

Deutsche Multi 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 Multi's mutual 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 Deutsche Multi Asset Moderate upside and downside potential and time the market with a certain degree of confidence.

Deutsche Multi Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Multi's standard deviation. In reality, there are many statistical measures that can use Deutsche Multi historical prices to predict the future Deutsche Multi's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Multi'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.
Hype
Prediction
LowEstimatedHigh
3.327.0210.72
Details
Intrinsic
Valuation
LowRealHigh
3.076.7710.47
Details

Deutsche Multi Asset Backtested Returns

Deutsche Multi Asset secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the fund had a -0.14 % return per unit of risk over the last 3 months. Deutsche Multi Asset Moderate exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Deutsche Multi's Mean Deviation of 1.03, variance of 12.41, and Standard Deviation of 3.52 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Deutsche Multi are expected to decrease at a much lower rate. During the bear market, Deutsche Multi is likely to outperform the market.

Auto-correlation

    
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No correlation between past and present

Deutsche Multi Asset Moderate has no correlation between past and present. Overlapping area represents the amount of predictability between Deutsche Multi time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Multi Asset price movement. The serial correlation of 0.0 indicates that just 0.0% of current Deutsche Multi price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test-0.17
Residual Average0.0
Price Variance0.01

Deutsche Multi Asset lagged returns against current returns

Autocorrelation, which is Deutsche Multi mutual 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 Deutsche Multi's mutual fund expected returns. We can calculate the autocorrelation of Deutsche Multi returns to help us make a trade decision. For example, suppose you find that Deutsche Multi has exhibited high autocorrelation historically, and you observe that the mutual 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  

Deutsche Multi 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 Multi mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Multi mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Multi mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Deutsche Multi Lagged Returns

When evaluating Deutsche Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Multi mutual fund have on its future price. Deutsche Multi 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 Multi autocorrelation shows the relationship between Deutsche Multi mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Multi Asset Moderate.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Deutsche Mutual Fund

Deutsche Multi financial ratios help investors to determine whether Deutsche Mutual 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 Deutsche with respect to the benefits of owning Deutsche Multi security.
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