Deutsche Brse (Germany) Performance
| DB1 Stock | EUR 221.00 2.30 1.03% |
Deutsche Brse has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0839, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Brse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Brse is expected to be smaller as well. Deutsche Brse AG right now shows a risk of 1.02%. Please confirm Deutsche Brse AG treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Deutsche Brse AG will be following its price patterns.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Deutsche Brse AG are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Deutsche Brse may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Begin Period Cash Flow | 2.5 B | |
| Total Cashflows From Investing Activities | -2.2 B |
Deutsche |
Deutsche Brse Relative Risk vs. Return Landscape
If you would invest 20,750 in Deutsche Brse AG on September 12, 2024 and sell it today you would earn a total of 1,350 from holding Deutsche Brse AG or generate 6.51% return on investment over 90 days. Deutsche Brse AG is currently producing 0.1037% returns and takes up 1.0244% volatility of returns over 90 trading days. Put another way, 9% of traded stocks are less volatile than Deutsche, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Deutsche Brse Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Brse's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Deutsche Brse AG, and traders can use it to determine the average amount a Deutsche Brse's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1012
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | DB1 | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Deutsche Brse is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Deutsche Brse by adding it to a well-diversified portfolio.
Deutsche Brse Fundamentals Growth
Deutsche Stock prices reflect investors' perceptions of the future prospects and financial health of Deutsche Brse, and Deutsche Brse fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Deutsche Stock performance.
| Return On Equity | 0.19 | |||
| Return On Asset | 0.0049 | |||
| Profit Margin | 0.29 % | |||
| Operating Margin | 0.41 % | |||
| Current Valuation | (73.04 B) | |||
| Shares Outstanding | 183.62 M | |||
| Price To Earning | 26.89 X | |||
| Price To Book | 3.79 X | |||
| Price To Sales | 6.24 X | |||
| Revenue | 4.36 B | |||
| EBITDA | 2.07 B | |||
| Cash And Equivalents | 943.9 M | |||
| Cash Per Share | 5.15 X | |||
| Total Debt | 3.04 B | |||
| Debt To Equity | 53.10 % | |||
| Book Value Per Share | 45.47 X | |||
| Cash Flow From Operations | 908.9 M | |||
| Earnings Per Share | 7.71 X | |||
| Total Asset | 222.92 B | |||
About Deutsche Brse Performance
By analyzing Deutsche Brse's fundamental ratios, stakeholders can gain valuable insights into Deutsche Brse's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Deutsche Brse has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Deutsche Brse has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Deutsche Brse AG operates as an exchange organization in Europe, the United States, and the Asia-Pacific. Deutsche Brse AG was founded in 1992 and is headquartered in Frankfurt, Germany. DEUTSCHE BOERSE is traded on Frankfurt Stock Exchange in Germany.Things to note about Deutsche Brse AG performance evaluation
Checking the ongoing alerts about Deutsche Brse for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Deutsche Brse AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 65.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Deutsche Brse's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Deutsche Brse's stock is overvalued or undervalued compared to its peers.
- Examining Deutsche Brse's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Deutsche Brse's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Deutsche Brse's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Deutsche Brse's stock. These opinions can provide insight into Deutsche Brse's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Deutsche Stock analysis
When running Deutsche Brse's price analysis, check to measure Deutsche Brse'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 Deutsche Brse is operating at the current time. Most of Deutsche Brse's value examination focuses on studying past and present price action to predict the probability of Deutsche Brse's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deutsche Brse's price. Additionally, you may evaluate how the addition of Deutsche Brse to your portfolios can decrease your overall portfolio volatility.
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |