DEUTSCHE BK AG Performance
| 251526BZ1 | 99.04 1.35 1.38% |
The bond shows a Beta (market volatility) of 0.0559, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 251526BZ1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 251526BZ1 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days DEUTSCHE BK AG has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 251526BZ1 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.594 |
251526BZ1 |
251526BZ1 Relative Risk vs. Return Landscape
If you would invest 9,898 in DEUTSCHE BK AG on August 31, 2024 and sell it today you would earn a total of 6.00 from holding DEUTSCHE BK AG or generate 0.06% return on investment over 90 days. DEUTSCHE BK AG is generating 0.0023% of daily returns and assumes 0.409% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than 251526BZ1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
251526BZ1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 251526BZ1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as DEUTSCHE BK AG, and traders can use it to determine the average amount a 251526BZ1'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 = 0.0056
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| Negative Returns | 251526BZ1 |
Estimated Market Risk
| 0.41 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 251526BZ1 is not performing at its full potential. However, 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 251526BZ1 by adding 251526BZ1 to a well-diversified portfolio.
About 251526BZ1 Performance
By analyzing 251526BZ1's fundamental ratios, stakeholders can gain valuable insights into 251526BZ1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 251526BZ1 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 251526BZ1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.