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 16.99  0.12  0.71%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Deutsche Bank AG is 'Strong Sell'.
For the selected time horizon Deutsche Bank AG has a mean deviation of 1.24, semi deviation of 1.27, standard deviation of 1.63, variance of 2.67, downside variance of 1.91 and semi variance of 1.61
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 (25.17) 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 Return0.15Value At Risk-1.9756
Potential Upside2.561Standard Deviation1.6333
 Return Density 
      Distribution 

Deutsche Bank Greeks

α
Alpha over DOW
= 0.3 
βBeta against DOW=(1.32) 
σ
Overall volatility
= 1.6 
 IrInformation ratio = 0.0079 

Deutsche Bank Volatility Alert

Deutsche Bank AG has relatively low volatility with skewness of 0.02 and kurtosis of 0.27. 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(0.83) % (15.17) %
Return On Asset(0.03) % (15.64) %
Profit Margin(2.23) % (5.5) %
Operating Margin11.94 % (10.91) %
Current Valuation(255.58 B)152.14 B
Shares Outstanding2.07 B1.43 B
Number of Shares Shorted22.35 M3.24 M
Price to Earning(25.17) times40.69 times
Price to Book0.42 times14.44 times
Price to Sales1.04 times17.81 times
Revenue33.13 B9.85 B
Gross Profit28.71 B21.75 B
Net Income(1.09 B)517.71 M
Cash and Equivalents1070 B3.89 B
Cash per Share518.18 times5.17 times
Total Debt780.32 B7.36 B
Debt to Equity24.91 % 0.72 %
Book Value Per Share40.23 times13.64 times
Cash Flow from Operations78.36 B1.25 B
Short Ratio5.32 times2.09 times
Earnings Per Share(0.66) times2.3 times
Price to Earnings To Growth1.54 times1.22 times
Number of Employees101.11 K10.67 K
Beta1.460.34
Market Capitalization34.3 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 Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.0292
Market Risk Adjusted Performance(0.093673)
Mean Deviation1.24
Semi Deviation1.27
Downside Deviation1.38
Coefficient Of Variation1112.72
Standard Deviation1.63
Variance2.67
Information Ratio0.0079
Jensen Alpha0.3003
Total Risk Alpha(0.75)
Sortino Ratio0.0093
Treynor Ratio(0.1)
Maximum Drawdown5.44
Value At Risk(1.98)
Potential Upside2.56
Downside Variance1.91
Semi Variance1.61
Expected Short fall(1.85)
Skewness0.0166
Kurtosis0.2747

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 (490.77 Billion). Deutsche Bank has negative current valuation of (255.58 Billion) making no impact on the industry.