Deutsche Bank Buy or Sell Recommendation

Macroaxis provides Deutsche Bank AG buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Deutsche Bank positions. The advice algorithm takes into account all of Deutsche Bank AG available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Deutsche Bank buy-and-hold prospective. Additionally see Deutsche Bank Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Deutsche Bank AG -- USA Stock  

USD 19.23  0.1  0.52%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Deutsche Bank AG is 'Strong Hold'.
For the selected time horizon Deutsche Bank AG has a risk adjusted performance of 0.1026, jensen alpha of 0.1383, total risk alpha of (0.29), sortino ratio of 0.0408 and treynor ratio of 0.4434
This buy or sell advice tool can be used to cross verify current analyst consensus on Deutsche Bank AG and to analyze the company potential to grow in the current economic cycle. To make sure Deutsche Bank is not overpriced, please confirm all Deutsche Bank AG fundamentals including its Price to Sales, Cash and Equivalents, Book Value Per Share, as well as the relationship between Gross Profit and Total Debt . Given that Deutsche Bank AG has Price to Earning of (24.49) times, we urge you verify Deutsche Bank AG market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.26Value At Risk1.88
Potential Upside2.81Standard Deviation1.37
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Invesco LtdDebt11.4 M1.2 B
Deutsche Bank AgCommon Shares57.4 M992.7 M
Ubs Group AgPut Options53.2 M920.1 M
Vanguard Group IncCommon Shares48.2 M832.9 M
Goldman Sachs Group IncCommon Shares34.3 M591.9 M
Wellington Management Group LlpCommon Shares33.5 M579.2 M
Credit Agricole S ACommon Shares27 M466.1 M
Ubs Group AgCall Options25 M432 M
Capital World InvestorsCommon Shares23.9 M413 M
Dekabank Deutsche GirozentraleCommon Shares23.2 M390.7 M

Deutsche Bank Greeks

α
Alpha over DOW
=0.14
βBeta against DOW=0.57
σ
Overall volatility
=1.37
 IrInformation ratio =0.038

Deutsche Bank Volatility Alert

Deutsche Bank AG has relatively low volatility with skewness of 0.22 and kurtosis of 0.0. However, we advise all investors to independently investigate Deutsche Bank AG to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Deutsche Bank to competition
FundamentalsDeutsche BankPeer Average
Return On Equity(0.3) % (15.17) %
Return On Asset(0.01) % (15.64) %
Profit Margin(0.84) % (5.5) %
Operating Margin11.99 % (10.91) %
Current Valuation(258.63 B)152.14 B
Shares Outstanding2.07 B1.43 B
Number of Shares Shorted43.21 M3.24 M
Price to Earning(24.49) times40.69 times
Price to Book0.48 times14.44 times
Price to Sales1.26 times17.81 times
Revenue31.78 B9.85 B
Gross Profit28.71 B21.75 B
Net Income(605.08 M)517.71 M
Cash and Equivalents1010 B3.89 B
Cash per Share486.49 times5.17 times
Total Debt706.51 B7.36 B
Debt to Equity24.91 % 0.72 %
Book Value Per Share40.08 times13.64 times
Cash Flow from Operations52.04 B1.25 B
Short Ratio9.28 times2.09 times
Earnings Per Share(0.34) times2.3 times
Price to Earnings To Growth1.99 times1.22 times
Number of Employees101.11 K10.67 K
Beta1.640.34
Market Capitalization40.1 B29.78 B
Total Asset1629.13 B126.86 B
Retained Earnings21.18 B38.24 B
Working Capital(277.38 B)3.58 B
Current Asset1085.17 B36.8 B
Current Liabilities1362.55 B33.34 B
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.1026
Market Risk Adjusted Performance0.4534
Mean Deviation1.05
Semi Deviation1.01
Downside Deviation1.27
Coefficient Of Variation521.81
Standard Deviation1.37
Variance1.87
Information Ratio0.038
Jensen Alpha0.1383
Total Risk Alpha(0.29)
Sortino Ratio0.0408
Treynor Ratio0.4434
Maximum Drawdown5.38
Value At Risk(1.88)
Potential Upside2.81
Downside Variance1.62
Semi Variance1.01
Expected Short fall(1.22)
Skewness0.2224
Kurtosis0.0031

Current Valuation

Deutsche Bank Current Valuation Analysis
Deutsche Bank AG is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Banking industry is currently estimated at about (482.3 Billion). Deutsche Bank has negative current valuation of (258.63 Billion) making no impact on the industry.