Deka Dax Ex Etf Key Fundamental Indicators
| ELF0 Etf | EUR 36.85 0.61 1.63% |
As of the 17th of February 2026, Deka DAX shows the Mean Deviation of 0.655, downside deviation of 0.8436, and Coefficient Of Variation of 529.6. Deka DAX ex technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices. Please confirm Deka DAX ex variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if Deka DAX ex is priced favorably, providing market reflects its regular price of 36.85 per share.
Deka DAX's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Deka DAX's valuation are provided below:Deka DAX ex does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Deka |
Deka DAX '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 Deka DAX's etf 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 Deka DAX.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Deka DAX on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Deka DAX ex or generate 0.0% return on investment in Deka DAX over 90 days. Deka DAX is related to or competes with IShares Core, Deka DAXplus, AMUNDI ETF, Lyxor DivDAX, and First Trust. DK DAX is traded on Frankfurt Stock Exchange in Germany. More
Deka DAX 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 Deka DAX's etf 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 Deka DAX ex upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8436 | |||
| Information Ratio | 0.1039 | |||
| Maximum Drawdown | 3.63 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.41 |
Deka DAX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deka DAX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deka DAX's standard deviation. In reality, there are many statistical measures that can use Deka DAX historical prices to predict the future Deka DAX's volatility.| Risk Adjusted Performance | 0.1526 | |||
| Jensen Alpha | 0.1433 | |||
| Total Risk Alpha | 0.0844 | |||
| Sortino Ratio | 0.1015 | |||
| Treynor Ratio | 3.87 |
Deka DAX February 17, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1526 | |||
| Market Risk Adjusted Performance | 3.88 | |||
| Mean Deviation | 0.655 | |||
| Semi Deviation | 0.6441 | |||
| Downside Deviation | 0.8436 | |||
| Coefficient Of Variation | 529.6 | |||
| Standard Deviation | 0.8239 | |||
| Variance | 0.6789 | |||
| Information Ratio | 0.1039 | |||
| Jensen Alpha | 0.1433 | |||
| Total Risk Alpha | 0.0844 | |||
| Sortino Ratio | 0.1015 | |||
| Treynor Ratio | 3.87 | |||
| Maximum Drawdown | 3.63 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.41 | |||
| Downside Variance | 0.7117 | |||
| Semi Variance | 0.4149 | |||
| Expected Short fall | (0.70) | |||
| Skewness | (0.29) | |||
| Kurtosis | (0.08) |
Deka DAX ex Backtested Returns
Deka DAX appears to be very steady, given 3 months investment horizon. Deka DAX ex secures Sharpe Ratio (or Efficiency) of 0.27, which denotes the etf had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Deka DAX ex, which you can use to evaluate the volatility of the entity. Please utilize Deka DAX's Coefficient Of Variation of 529.6, mean deviation of 0.655, and Downside Deviation of 0.8436 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.0376, which means not very significant fluctuations relative to the market. As returns on the market increase, Deka DAX's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deka DAX is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
Deka DAX ex has modest predictability. Overlapping area represents the amount of predictability between Deka DAX time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Deka DAX ex price movement. The serial correlation of 0.5 indicates that about 50.0% of current Deka DAX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, Deka DAX ex has an One Year Return of 15.7%. This is much higher than that of the Deka Investment GmbH family and significantly higher than that of the Germany Equity category. The one year return for all Germany etfs is notably lower than that of the firm.
Deka One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Deka DAX's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Deka DAX could also be used in its relative valuation, which is a method of valuing Deka DAX by comparing valuation metrics of similar companies.Deka DAX is currently under evaluation in one year return as compared to similar ETFs.
Deka Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Deka DAX's current stock value. Our valuation model uses many indicators to compare Deka DAX value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Deka DAX competition to find correlations between indicators driving Deka DAX's intrinsic value. More Info.Deka DAX ex is rated # 2 ETF in one year return as compared to similar ETFs. It is rated # 4 ETF in three year return as compared to similar ETFs reporting about 0.94 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for Deka DAX ex is roughly 1.06 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Deka DAX's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Deka DAX
The fund invests 100.0% of asset under management in tradable equity instruments, with the rest of investments concentrated in .Asset allocation divides Deka DAX's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Deka Fundamentals
| Total Asset | 34.47 M | |||
| One Year Return | 15.70 % | |||
| Three Year Return | 14.80 % | |||
| Five Year Return | 8.60 % | |||
| Ten Year Return | 8.80 % | |||
| Net Asset | 34.47 M | |||
| Equity Positions Weight | 100.00 % |
About Deka DAX Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Deka DAX ex's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Deka DAX using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Deka DAX ex based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.DK DAX is traded on Frankfurt Stock Exchange in Germany.
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Other Information on Investing in Deka Etf
Deka DAX financial ratios help investors to determine whether Deka Etf 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 Deka with respect to the benefits of owning Deka DAX security.