Deutsche Managed Municipal Fund Market Value
| SMLAX Fund | USD 7.99 0.00 0.00% |
| Symbol | Deutsche |
Deutsche Managed '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 Managed's mutual fund 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 Managed.
| 01/11/2025 |
| 01/06/2026 |
If you would invest 0.00 in Deutsche Managed on January 11, 2025 and sell it all today you would earn a total of 0.00 from holding Deutsche Managed Municipal or generate 0.0% return on investment in Deutsche Managed over 360 days. Deutsche Managed is related to or competes with Columbia Real, Nuveen Real, Prudential Real, Global Real, and Nexpoint Real. The fund invests at least 80 percent of net assets, plus the amount of any borrowings for investment purposes, in securi... More
Deutsche Managed 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 Managed's mutual fund 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 Managed Municipal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1666 | |||
| Information Ratio | (0.65) | |||
| Maximum Drawdown | 0.6247 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.1264 |
Deutsche Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Managed's standard deviation. In reality, there are many statistical measures that can use Deutsche Managed historical prices to predict the future Deutsche Managed's volatility.| Risk Adjusted Performance | 0.0468 | |||
| Jensen Alpha | 0.0048 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | 0.7683 |
Deutsche Managed Mun Backtested Returns
At this stage we consider Deutsche Mutual Fund to be very steady. Deutsche Managed Mun secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Deutsche Managed Municipal, which you can use to evaluate the volatility of the entity. Please confirm Deutsche Managed's Coefficient Of Variation of 681.34, standard deviation of 0.1043, and Mean Deviation of 0.0686 to check if the risk estimate we provide is consistent with the expected return of 0.0145%. The fund shows a Beta (market volatility) of 0.0069, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Managed is expected to be smaller as well.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Deutsche Managed Municipal has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Deutsche Managed time series from 11th of January 2025 to 10th of July 2025 and 10th of July 2025 to 6th 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 Managed Mun price movement. The serial correlation of -0.72 indicates that around 72.0% of current Deutsche Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Deutsche Managed Mun lagged returns against current returns
Autocorrelation, which is Deutsche Managed mutual fund'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 Managed's mutual fund expected returns. We can calculate the autocorrelation of Deutsche Managed returns to help us make a trade decision. For example, suppose you find that Deutsche Managed has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Managed 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 Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Managed Lagged Returns
When evaluating Deutsche Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Managed mutual fund have on its future price. Deutsche Managed 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 Managed autocorrelation shows the relationship between Deutsche Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Managed Municipal.
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.| JBL | Jabil Circuit | |
| MRK | Merck Company | |
| AMGN | Amgen Inc |
Other Information on Investing in Deutsche Mutual Fund
Deutsche Managed financial ratios help investors to determine whether Deutsche Mutual Fund 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 Managed security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |