Deutsche Pfandbriefbank Ag Stock Market Value
| PBBGF Stock | USD 6.02 0.00 0.00% |
| Symbol | Deutsche |
Deutsche Pfandbriefbank '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 Pfandbriefbank's otc 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 Pfandbriefbank.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Deutsche Pfandbriefbank on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Deutsche Pfandbriefbank AG or generate 0.0% return on investment in Deutsche Pfandbriefbank over 30 days. Deutsche Pfandbriefbank is related to or competes with Laurentian Bank, and Allied Group. Deutsche Pfandbriefbank AG provides commercial real estate and public investment finance products More
Deutsche Pfandbriefbank 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 Pfandbriefbank's otc 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 Pfandbriefbank AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1018 | |||
| Maximum Drawdown | 22.36 |
Deutsche Pfandbriefbank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Pfandbriefbank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Pfandbriefbank's standard deviation. In reality, there are many statistical measures that can use Deutsche Pfandbriefbank historical prices to predict the future Deutsche Pfandbriefbank's volatility.| Risk Adjusted Performance | 0.0943 | |||
| Jensen Alpha | 0.3276 | |||
| Total Risk Alpha | 0.1393 | |||
| Treynor Ratio | 13.76 |
Deutsche Pfandbriefbank Backtested Returns
We have found sixteen technical indicators for Deutsche Pfandbriefbank AG, which you can use to evaluate the volatility of the firm. Please confirm Deutsche Pfandbriefbank's Mean Deviation of 0.6672, variance of 7.57, and Standard Deviation of 2.75 to check if the risk estimate we provide is consistent with the expected return of 0.0%. The firm shows a Beta (market volatility) of 0.0239, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Pfandbriefbank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Pfandbriefbank is expected to be smaller as well. Deutsche Pfandbriefbank right now shows a risk of 0.0%. Please confirm Deutsche Pfandbriefbank treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if Deutsche Pfandbriefbank will be following its price patterns.
Auto-correlation | 1.00 |
Perfect predictability
Deutsche Pfandbriefbank AG has perfect predictability. Overlapping area represents the amount of predictability between Deutsche Pfandbriefbank time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd of January 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 Deutsche Pfandbriefbank price movement. The serial correlation of 1.0 indicates that 100.0% of current Deutsche Pfandbriefbank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Deutsche Pfandbriefbank lagged returns against current returns
Autocorrelation, which is Deutsche Pfandbriefbank otc 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 Pfandbriefbank's otc stock expected returns. We can calculate the autocorrelation of Deutsche Pfandbriefbank returns to help us make a trade decision. For example, suppose you find that Deutsche Pfandbriefbank has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Deutsche Pfandbriefbank 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 Pfandbriefbank otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Pfandbriefbank otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Pfandbriefbank otc stock over time.
Current vs Lagged Prices |
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Deutsche Pfandbriefbank Lagged Returns
When evaluating Deutsche Pfandbriefbank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Pfandbriefbank otc stock have on its future price. Deutsche Pfandbriefbank 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 Pfandbriefbank autocorrelation shows the relationship between Deutsche Pfandbriefbank otc stock current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Pfandbriefbank AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Deutsche OTC Stock
Deutsche Pfandbriefbank financial ratios help investors to determine whether Deutsche OTC 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 Pfandbriefbank security.