Xtrackers Public (Germany) Market Value
| XRS2 Etf | EUR 335.90 6.65 1.94% |
| Symbol | Xtrackers |
Xtrackers Public '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 Xtrackers Public's etf 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 Xtrackers Public.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Xtrackers Public on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Xtrackers Public Limited or generate 0.0% return on investment in Xtrackers Public over 30 days. Xtrackers Public is related to or competes with Xtrackers Stoxx, IShares EURO, and Xtrackers. The aim is for the investment to track the performance before fees and expenses of the Russell 2000 Index which is desig... More
Xtrackers Public 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 Xtrackers Public's etf 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 Xtrackers Public Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.0357 | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 1.94 |
Xtrackers Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtrackers Public's standard deviation. In reality, there are many statistical measures that can use Xtrackers Public historical prices to predict the future Xtrackers Public's volatility.| Risk Adjusted Performance | 0.0754 | |||
| Jensen Alpha | 0.0946 | |||
| Total Risk Alpha | 0.0021 | |||
| Sortino Ratio | 0.036 | |||
| Treynor Ratio | 0.5639 |
Xtrackers Public Backtested Returns
At this point, Xtrackers Public is very steady. Xtrackers Public shows Sharpe Ratio of 0.11, which attests that the etf had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Xtrackers Public, which you can use to evaluate the volatility of the etf. Please check out Xtrackers Public's Mean Deviation of 0.924, downside deviation of 1.18, and Market Risk Adjusted Performance of 0.5739 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The entity maintains a market beta of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers Public is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
Xtrackers Public Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Xtrackers Public time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Xtrackers Public price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Xtrackers Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 18.22 |
Xtrackers Public lagged returns against current returns
Autocorrelation, which is Xtrackers Public etf'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 Xtrackers Public's etf expected returns. We can calculate the autocorrelation of Xtrackers Public returns to help us make a trade decision. For example, suppose you find that Xtrackers Public has exhibited high autocorrelation historically, and you observe that the etf 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 |
Xtrackers Public 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 Xtrackers Public etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xtrackers Public etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xtrackers Public etf over time.
Current vs Lagged Prices |
| Timeline |
Xtrackers Public Lagged Returns
When evaluating Xtrackers Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xtrackers Public etf have on its future price. Xtrackers Public 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, Xtrackers Public autocorrelation shows the relationship between Xtrackers Public etf current value and its past values and can show if there is a momentum factor associated with investing in Xtrackers Public Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Xtrackers Etf
Xtrackers Public financial ratios help investors to determine whether Xtrackers Etf 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 Xtrackers with respect to the benefits of owning Xtrackers Public security.