Deutsche Brse (Germany) Market Value
| DB1 Stock | EUR 222.40 1.10 0.49% |
| Symbol | Deutsche |
Deutsche Brse '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 Deutsche Brse'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 Deutsche Brse.
| 12/03/2023 |
| 12/27/2024 |
If you would invest 0.00 in Deutsche Brse on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Deutsche Brse AG or generate 0.0% return on investment in Deutsche Brse over 390 days. Deutsche Brse is related to or competes with Compagnie Plastic, Pentair Plc, DELTA AIR, and Rayonier Advanced. Deutsche Brse AG operates as an exchange organization in Europe, the United States, and the Asia-Pacific More
Deutsche Brse 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 Deutsche Brse'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 Deutsche Brse AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9926 | |||
| Information Ratio | 0.0276 | |||
| Maximum Drawdown | 4.12 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.72 |
Deutsche Brse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Brse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Brse's standard deviation. In reality, there are many statistical measures that can use Deutsche Brse historical prices to predict the future Deutsche Brse's volatility.| Risk Adjusted Performance | 0.0687 | |||
| Jensen Alpha | 0.0665 | |||
| Total Risk Alpha | 0.0181 | |||
| Sortino Ratio | 0.026 | |||
| Treynor Ratio | 1.17 |
Deutsche Brse AG Backtested Returns
At this point, Deutsche Brse is very steady. Deutsche Brse AG secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Deutsche Brse AG, which you can use to evaluate the volatility of the firm. Please confirm Deutsche Brse's Downside Deviation of 0.9926, mean deviation of 0.7562, and Coefficient Of Variation of 1182.16 to check if the risk estimate we provide is consistent with the expected return of 0.0954%. Deutsche Brse has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0591, 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 0.94%. Please confirm Deutsche Brse AG total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Deutsche Brse AG will be following its price patterns.
Auto-correlation | 0.34 |
Below average predictability
Deutsche Brse AG has below average predictability. Overlapping area represents the amount of predictability between Deutsche Brse time series from 3rd of December 2023 to 15th of June 2024 and 15th of June 2024 to 27th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Deutsche Brse AG price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Deutsche Brse price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 162.03 |
Deutsche Brse AG lagged returns against current returns
Autocorrelation, which is Deutsche Brse 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 Deutsche Brse's stock expected returns. We can calculate the autocorrelation of Deutsche Brse returns to help us make a trade decision. For example, suppose you find that Deutsche Brse 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 |
Deutsche Brse 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 Deutsche Brse stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Brse stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Brse stock over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Brse Lagged Returns
When evaluating Deutsche Brse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Brse stock have on its future price. Deutsche Brse 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, Deutsche Brse autocorrelation shows the relationship between Deutsche Brse stock current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Brse AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Deutsche Stock
Deutsche Brse financial ratios help investors to determine whether Deutsche Stock 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 Deutsche with respect to the benefits of owning Deutsche Brse security.