DEUTSCHE BOERSE (Germany) Market Value
| 63DA Stock | EUR 22.00 0.20 0.92% |
| Symbol | DEUTSCHE |
DEUTSCHE BOERSE '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 BOERSE's stock 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 BOERSE.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in DEUTSCHE BOERSE on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding DEUTSCHE BOERSE ADR or generate 0.0% return on investment in DEUTSCHE BOERSE over 720 days. DEUTSCHE BOERSE is related to or competes with Silicon Motion, CHEMICAL INDUSTRIES, Sekisui Chemical, Renesas Electronics, Siamgas, SHIN ETSU, and AIR PRODCHEMICALS. Deutsche Brse AG operates as an exchange organization in Europe, the United States, and the Asia-Pacific More
DEUTSCHE BOERSE 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 BOERSE's stock 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 BOERSE ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.0343 | |||
| Maximum Drawdown | 4.84 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.89 |
DEUTSCHE BOERSE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DEUTSCHE BOERSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DEUTSCHE BOERSE's standard deviation. In reality, there are many statistical measures that can use DEUTSCHE BOERSE historical prices to predict the future DEUTSCHE BOERSE's volatility.| Risk Adjusted Performance | 0.1095 | |||
| Jensen Alpha | 0.1368 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0206 | |||
| Treynor Ratio | 4.28 |
DEUTSCHE BOERSE ADR Backtested Returns
At this point, DEUTSCHE BOERSE is very steady. DEUTSCHE BOERSE ADR secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for DEUTSCHE BOERSE ADR, which you can use to evaluate the volatility of the firm. Please confirm DEUTSCHE BOERSE's Downside Deviation of 1.79, mean deviation of 0.7932, and Market Risk Adjusted Performance of 4.29 to check if the risk estimate we provide is consistent with the expected return of 0.15%. DEUTSCHE BOERSE has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0328, which means not very significant fluctuations relative to the market. As returns on the market increase, DEUTSCHE BOERSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding DEUTSCHE BOERSE is expected to be smaller as well. DEUTSCHE BOERSE ADR now shows a risk of 1.09%. Please confirm DEUTSCHE BOERSE ADR jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if DEUTSCHE BOERSE ADR will be following its price patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
DEUTSCHE BOERSE ADR has very weak reverse predictability. Overlapping area represents the amount of predictability between DEUTSCHE BOERSE time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th 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 DEUTSCHE BOERSE ADR price movement. The serial correlation of -0.09 indicates that less than 9.0% of current DEUTSCHE BOERSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 1.7 |
DEUTSCHE BOERSE ADR lagged returns against current returns
Autocorrelation, which is DEUTSCHE BOERSE stock'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 BOERSE's stock expected returns. We can calculate the autocorrelation of DEUTSCHE BOERSE returns to help us make a trade decision. For example, suppose you find that DEUTSCHE BOERSE has exhibited high autocorrelation historically, and you observe that the stock 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 BOERSE 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 BOERSE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DEUTSCHE BOERSE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DEUTSCHE BOERSE stock over time.
Current vs Lagged Prices |
| Timeline |
DEUTSCHE BOERSE Lagged Returns
When evaluating DEUTSCHE BOERSE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DEUTSCHE BOERSE stock have on its future price. DEUTSCHE BOERSE 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 BOERSE autocorrelation shows the relationship between DEUTSCHE BOERSE stock current value and its past values and can show if there is a momentum factor associated with investing in DEUTSCHE BOERSE ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DEUTSCHE Stock
DEUTSCHE BOERSE financial ratios help investors to determine whether DEUTSCHE Stock 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 BOERSE security.