Deutsche Bank's market value is the price at which a share of Deutsche Bank trades on a public exchange. It measures the collective expectations of Deutsche Bank AG investors about its performance. Deutsche Bank is trading at 6942.00 as of the 12th of December 2024, a 0.4 percent decrease since the beginning of the trading day. The stock's open price was 6970.0. With this module, you can estimate the performance of a buy and hold strategy of Deutsche Bank AG and determine expected loss or profit from investing in Deutsche Bank over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in industry.
Symbol
Deutsche
Deutsche Bank '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 Bank'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 Bank.
0.00
10/13/2024
No Change 0.00
0.0
In 2 months and 2 days
12/12/2024
0.00
If you would invest 0.00 in Deutsche Bank on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Bank AG or generate 0.0% return on investment in Deutsche Bank over 60 days.
Deutsche Bank 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 Bank'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 Bank AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Bank's standard deviation. In reality, there are many statistical measures that can use Deutsche Bank historical prices to predict the future Deutsche Bank's volatility.
Deutsche Bank appears to be very steady, given 3 months investment horizon. Deutsche Bank AG secures Sharpe Ratio (or Efficiency) of 0.32, which denotes the company had a 0.32% return per unit of risk over the last 3 months. By reviewing Deutsche Bank's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please utilize Deutsche Bank's Coefficient Of Variation of 775.09, downside deviation of 3.03, and Mean Deviation of 1.69 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Deutsche Bank holds a performance score of 24. The firm shows a Beta (market volatility) of 0.52, 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.
Auto-correlation
-0.27
Weak reverse predictability
Deutsche Bank AG has weak reverse predictability. Overlapping area represents the amount of predictability between Deutsche Bank time series from 13th of October 2024 to 12th of November 2024 and 12th of November 2024 to 12th 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 Bank AG price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Deutsche Bank price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.27
Spearman Rank Test
-0.44
Residual Average
0.0
Price Variance
32.6 K
Deutsche Bank AG lagged returns against current returns
Autocorrelation, which is Deutsche Bank 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 Bank's stock expected returns. We can calculate the autocorrelation of Deutsche Bank returns to help us make a trade decision. For example, suppose you find that Deutsche Bank 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 Bank 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 Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Bank stock over time.
Current vs Lagged Prices
Timeline
Deutsche Bank Lagged Returns
When evaluating Deutsche Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Bank stock have on its future price. Deutsche Bank 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 Bank autocorrelation shows the relationship between Deutsche Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Bank AG.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.