Deutsche Bank Ag Stock Alpha and Beta Analysis
DB Stock | USD 15.80 0.13 0.83% |
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 1.11 | Alpha 0.25 | Risk 1.67 | Sharpe Ratio 0.2 | Expected Return 0.33 |
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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.
Deutsche |
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 | 0.25 | β | 1.11 |
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 Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 13.67 with a coefficient of variation of 8.55. The daily time series for the period is distributed with a sample standard deviation of 1.21, arithmetic mean of 14.13, and mean deviation of 1.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Reddit ignites meme stock resurgence, further signs of bull market in everything | 03/26/2024 |
2 | Deutsche Bank maintains hold on Bristol-Myers stock on FDA approval | 04/05/2024 |
3 | Unravel Data Achieves Google Cloud Ready - BigQuery Designation, Delivering AI-driven Cost and Performance Optimization to BigQuery Users | 04/09/2024 |
4 | BASF downgraded at Deutsche Bank on lack of upside potential after recent run-up | 04/10/2024 |
5 | Highest Treasury Yields of Year Fail to Tempt Buyers to Auction | 04/11/2024 |
6 | Check Out What Whales Are Doing With CMA | 04/12/2024 |
7 | Beyonc is sending Levis and Western boot sales soaring | 04/15/2024 |
8 | Tesla Investors Pissed At Elon Musk For Vague Model 2 Stance | 04/17/2024 |
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 (projected) | Dividend Yield | 0.018 | 0.0241 | 0.0202 | Price To Sales Ratio | 0.84 | 0.92 | 0.88 |
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. Note that the Deutsche Bank AG information on this page should be used as a complementary analysis to other Deutsche Bank's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary Tools for Deutsche Stock analysis
When running Deutsche Bank's price analysis, check to measure Deutsche Bank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Deutsche Bank is operating at the current time. Most of Deutsche Bank's value examination focuses on studying past and present price action to predict the probability of Deutsche Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deutsche Bank's price. Additionally, you may evaluate how the addition of Deutsche Bank to your portfolios can decrease your overall portfolio volatility.
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