Deutsche Bank Ag Stock Alpha and Beta Analysis
| DB Stock | USD 20.20 0.25 1.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Deutsche Bank AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Deutsche Bank over a specified time horizon. Remember, high Deutsche Bank's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Deutsche Bank's market risk premium analysis include:
Beta 0.39 | Alpha 0.3 | Risk 1.65 | Sharpe Ratio 0.17 | Expected Return 0.29 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Deutsche Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Deutsche Bank market risk premium is the additional return an investor will receive from holding Deutsche Bank long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Deutsche Bank. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Deutsche Bank's performance over market.| α | 0.30 | β | 0.39 |
Deutsche Bank expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Deutsche Bank's Buy-and-hold return. Our buy-and-hold chart shows how Deutsche Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Deutsche Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Deutsche Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Deutsche Bank shares will generate the highest return on investment. By understating and applying Deutsche Bank stock market price indicators, traders can identify Deutsche Bank position entry and exit signals to maximize returns.
Deutsche Bank Return and Market Media
The median price of Deutsche Bank for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 17.59 with a coefficient of variation of 6.7. The daily time series for the period is distributed with a sample standard deviation of 1.2, arithmetic mean of 17.97, and mean deviation of 1.04. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
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4 | Law Offices of Howard G. Smith Encourages GSK plc. Investors To Inquire About Securities Fraud Class Action | 02/07/2025 |
5 | Deutsche Bank forecasts softer headline US CPI, but core inflation to pick up | 02/10/2025 |
6 | TradingHub Strengthens Australian Presence with the Appointment of ASIC Alum Bronwyn Hill as Senior Relationship Manager | 02/11/2025 |
7 | Mr. Cooper Group Q4 2024 Earnings Call Transcript | 02/12/2025 |
8 | Trump Orders Reciprocal Tariffs, Will Also Respond To Value Added Taxes | 02/13/2025 |
9 | Analysis-Trumps focus on US yields fuels bets on bank leverage rule review | 02/14/2025 |
About Deutsche Bank Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Deutsche or other stocks. Alpha measures the amount that position in Deutsche Bank AG has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0184 | 0.0239 | 0.0275 | 0.0307 | Price To Sales Ratio | 0.83 | 0.88 | 1.02 | 1.21 |
Deutsche Bank Upcoming Company Events
As portrayed in its financial statements, the presentation of Deutsche Bank's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Deutsche Bank's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Deutsche Bank's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Deutsche Bank. Please utilize our Beneish M Score to check the likelihood of Deutsche Bank's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Deutsche Bank Backtesting, Deutsche Bank Valuation, Deutsche Bank Correlation, Deutsche Bank Hype Analysis, Deutsche Bank Volatility, Deutsche Bank History and analyze Deutsche Bank Performance. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Deutsche Bank technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.