DTEFFWECHSEL BET (Germany) Market Value
| EFF Stock | EUR 3.34 0.02 0.60% |
| Symbol | DTEFFWECHSEL |
DTEFFWECHSEL BET '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 DTEFFWECHSEL BET'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 DTEFFWECHSEL BET.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in DTEFFWECHSEL BET on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding DTEFFWECHSEL BET or generate 0.0% return on investment in DTEFFWECHSEL BET over 90 days. DTEFFWECHSEL BET is related to or competes with ROCHE HLDG, DANAHER (DAPSG), and BANK OF CHINA. More
DTEFFWECHSEL BET 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 DTEFFWECHSEL BET'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 DTEFFWECHSEL BET upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.76 | |||
| Information Ratio | 0.1131 | |||
| Maximum Drawdown | 991.44 | |||
| Value At Risk | (8.38) | |||
| Potential Upside | 10.2 |
DTEFFWECHSEL BET Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DTEFFWECHSEL BET's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DTEFFWECHSEL BET's standard deviation. In reality, there are many statistical measures that can use DTEFFWECHSEL BET historical prices to predict the future DTEFFWECHSEL BET's volatility.| Risk Adjusted Performance | 0.0971 | |||
| Jensen Alpha | 11.18 | |||
| Total Risk Alpha | 1.13 | |||
| Sortino Ratio | 0.7262 | |||
| Treynor Ratio | 0.4339 |
DTEFFWECHSEL BET March 1, 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 | 0.0971 | |||
| Market Risk Adjusted Performance | 0.4439 | |||
| Mean Deviation | 29.36 | |||
| Semi Deviation | 11.96 | |||
| Downside Deviation | 18.76 | |||
| Coefficient Of Variation | 878.65 | |||
| Standard Deviation | 120.47 | |||
| Variance | 14512.03 | |||
| Information Ratio | 0.1131 | |||
| Jensen Alpha | 11.18 | |||
| Total Risk Alpha | 1.13 | |||
| Sortino Ratio | 0.7262 | |||
| Treynor Ratio | 0.4339 | |||
| Maximum Drawdown | 991.44 | |||
| Value At Risk | (8.38) | |||
| Potential Upside | 10.2 | |||
| Downside Variance | 351.8 | |||
| Semi Variance | 142.97 | |||
| Expected Short fall | (41.09) | |||
| Skewness | 7.98 | |||
| Kurtosis | 64.49 |
DTEFFWECHSEL BET Backtested Returns
DTEFFWECHSEL BET is out of control given 3 months investment horizon. DTEFFWECHSEL BET secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 15.08% are justified by taking the suggested risk. Use DTEFFWECHSEL BET Coefficient Of Variation of 878.65, downside deviation of 18.76, and Mean Deviation of 29.36 to evaluate company specific risk that cannot be diversified away. DTEFFWECHSEL BET holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 31.57, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, DTEFFWECHSEL BET will likely underperform. Use DTEFFWECHSEL BET total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to analyze future returns on DTEFFWECHSEL BET.
Auto-correlation | 0.04 |
Virtually no predictability
DTEFFWECHSEL BET has virtually no predictability. Overlapping area represents the amount of predictability between DTEFFWECHSEL BET time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 DTEFFWECHSEL BET price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current DTEFFWECHSEL BET price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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Additional Tools for DTEFFWECHSEL Stock Analysis
When running DTEFFWECHSEL BET's price analysis, check to measure DTEFFWECHSEL BET'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 DTEFFWECHSEL BET is operating at the current time. Most of DTEFFWECHSEL BET's value examination focuses on studying past and present price action to predict the probability of DTEFFWECHSEL BET's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DTEFFWECHSEL BET's price. Additionally, you may evaluate how the addition of DTEFFWECHSEL BET to your portfolios can decrease your overall portfolio volatility.