Deutsche Post (Germany) Performance
| DHL Stock | 35.48 0.74 2.04% |
The firm shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. 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. At this point, Deutsche Post AG has a negative expected return of -0.0616%. Please make sure to confirm Deutsche Post's value at risk, accumulation distribution, day typical price, as well as the relationship between the skewness and rate of daily change , to decide if Deutsche Post AG performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Deutsche Post AG has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy essential indicators, Deutsche Post is not utilizing all of its potentials. The newest stock price disarray, may contribute to short-term losses for the investors. ...more
Deutsche |
Deutsche Post Relative Risk vs. Return Landscape
If you would invest 3,700 in Deutsche Post AG on October 23, 2024 and sell it today you would lose (152.00) from holding Deutsche Post AG or give up 4.11% of portfolio value over 90 days. Deutsche Post AG is producing return of less than zero assuming 1.3898% volatility of returns over the 90 days investment horizon. Simply put, 12% of all stocks have less volatile historical return distribution than Deutsche Post, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Deutsche Post Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Post's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Deutsche Post AG, and traders can use it to determine the average amount a Deutsche Post's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0443
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DHL |
Estimated Market Risk
| 1.39 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Deutsche Post is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Deutsche Post by adding Deutsche Post to a well-diversified portfolio.
Things to note about Deutsche Post AG performance evaluation
Checking the ongoing alerts about Deutsche Post for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Deutsche Post AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Deutsche Post AG generated a negative expected return over the last 90 days |
- Analyzing Deutsche Post's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Deutsche Post's stock is overvalued or undervalued compared to its peers.
- Examining Deutsche Post's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Deutsche Post's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Deutsche Post's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Deutsche Post's stock. These opinions can provide insight into Deutsche Post's potential for growth and whether the stock is currently undervalued or overvalued.