Deutsche Bank Alpha and Beta Analysis

Deutsche Bank AG -- USA Stock  

USD 19.34  0.04  0.21%

This module allows you to check different measures of market premium for Deutsche Bank AG as well as systematic risk associated with investing in Deutsche Bank over a specified time horizon. Additionally see Deutsche Bank Backtesting, Deutsche Bank Valuation, Deutsche Bank Correlation, Deutsche Bank Hype Analysis, Deutsche Bank Volatility, Deutsche Bank History and analyze Deutsche Bank Performance
Investment Horizon     30 Days    Login   to change
Run Premiums

Deutsche Bank Market Premiums

α (average alpha)=0.00    β (beta)=0.00    
30 days against DJI
Risk Adjusted Performance  0.2089Jensen Alpha  0.576Total Risk Alpha  0.1835Sortino Ratio  0.3125Treynor Ratio  6.96

Deutsche Bank expected buy-and-hold returns


Deutsche Bank Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Deutsche Bank Return and Market Media

The median price of Deutsche Bank for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 18.88 with a coefficient of variation of 3.24. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 18.66, and mean deviation of 0.47. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)