DB Physical (UK) Market Value
| XRH0 Stock | 937.50 2.50 0.27% |
| Symbol | XRH0 |
DB Physical '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 DB Physical'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 DB Physical.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in DB Physical on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding DB Physical Rhodium or generate 0.0% return on investment in DB Physical over 720 days. DB Physical is related to or competes with IShares Physical, IShares Physical, IShares Physical, IShares Physical, Source Physical, Invesco Physical, and Xtrackers Physical. DB Physical is entity of United Kingdom. It is traded as Stock on LSE exchange. More
DB Physical 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 DB Physical'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 DB Physical Rhodium upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.15 | |||
| Information Ratio | 0.0938 | |||
| Maximum Drawdown | 30.82 | |||
| Value At Risk | (7.10) | |||
| Potential Upside | 9.15 |
DB Physical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DB Physical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DB Physical's standard deviation. In reality, there are many statistical measures that can use DB Physical historical prices to predict the future DB Physical's volatility.| Risk Adjusted Performance | 0.0851 | |||
| Jensen Alpha | 0.6567 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1279 | |||
| Treynor Ratio | (0.91) |
DB Physical Rhodium Backtested Returns
DB Physical appears to be very steady, given 3 months investment horizon. DB Physical Rhodium retains Efficiency (Sharpe Ratio) of 0.0828, which denotes the company had a 0.0828 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for DB Physical, which you can use to evaluate the volatility of the entity. Please utilize DB Physical's Market Risk Adjusted Performance of (0.90), standard deviation of 5.66, and Downside Deviation of 4.15 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DB Physical holds a performance score of 6. The firm owns a Beta (Systematic Risk) of -0.67, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning DB Physical are expected to decrease at a much lower rate. During the bear market, DB Physical is likely to outperform the market. Please check DB Physical's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether DB Physical's current price history will revert.
Auto-correlation | 0.09 |
Virtually no predictability
DB Physical Rhodium has virtually no predictability. Overlapping area represents the amount of predictability between DB Physical time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DB Physical Rhodium price movement. The serial correlation of 0.09 indicates that less than 9.0% of current DB Physical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 31 K |
DB Physical Rhodium lagged returns against current returns
Autocorrelation, which is DB Physical 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 DB Physical's stock expected returns. We can calculate the autocorrelation of DB Physical returns to help us make a trade decision. For example, suppose you find that DB Physical 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 |
DB Physical 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 DB Physical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DB Physical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DB Physical stock over time.
Current vs Lagged Prices |
| Timeline |
DB Physical Lagged Returns
When evaluating DB Physical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DB Physical stock have on its future price. DB Physical 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, DB Physical autocorrelation shows the relationship between DB Physical stock current value and its past values and can show if there is a momentum factor associated with investing in DB Physical Rhodium.
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.Additional Tools for XRH0 Stock Analysis
When running DB Physical's price analysis, check to measure DB Physical'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 DB Physical is operating at the current time. Most of DB Physical's value examination focuses on studying past and present price action to predict the probability of DB Physical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DB Physical's price. Additionally, you may evaluate how the addition of DB Physical to your portfolios can decrease your overall portfolio volatility.