Deutsche Bank (Hungary) Performance
| DBANK Stock | 6,942 28.00 0.40% |
On a scale of 0 to 100, Deutsche Bank holds a performance score of 24. The firm shows a Beta (market volatility) of 0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, Deutsche Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Bank is expected to be smaller as well. Please check Deutsche Bank's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Deutsche Bank's price patterns will revert.
Risk-Adjusted Performance
24 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Deutsche Bank AG are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Deutsche Bank sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Deutsche |
Deutsche Bank Relative Risk vs. Return Landscape
If you would invest 566,000 in Deutsche Bank AG on September 14, 2024 and sell it today you would earn a total of 128,200 from holding Deutsche Bank AG or generate 22.65% return on investment over 90 days. Deutsche Bank AG is generating 0.6207% of daily returns and assumes 1.9628% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Deutsche, and 88% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Deutsche Bank Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Bank's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Deutsche Bank AG, and traders can use it to determine the average amount a Deutsche Bank'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 = 0.3162
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Estimated Market Risk
| 1.96 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.62 actual daily | 12 88% of assets have higher returns |
Risk-Adjusted Return
| 0.32 actual daily | 24 76% of assets perform better |
Based on monthly moving average Deutsche Bank is performing at about 24% of its full potential. 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 Bank by adding it to a well-diversified portfolio.
Things to note about Deutsche Bank AG performance evaluation
Checking the ongoing alerts about Deutsche Bank for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Deutsche Bank AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Deutsche Bank's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Deutsche Bank's stock performance include:- Analyzing Deutsche Bank'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 Bank's stock is overvalued or undervalued compared to its peers.
- Examining Deutsche Bank'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 Bank's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Deutsche Bank's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Deutsche Bank's stock. These opinions can provide insight into Deutsche Bank's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Deutsche Stock analysis
When running Deutsche Bank's price analysis, check to measure Deutsche Bank'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 Bank is operating at the current time. Most of Deutsche Bank's value examination focuses on studying past and present price action to predict the probability of Deutsche Bank'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 Bank's price. Additionally, you may evaluate how the addition of Deutsche Bank to your portfolios can decrease your overall portfolio volatility.
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