Deutsche Bank Alpha and Beta Analysis

Deutsche Bank AG -- USA Stock  

USD 16.77  0.05  0.3%

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
Symbol
Run Premiums

Deutsche Bank Market Premiums

α (average alpha)=0.25    β (beta)=2.33    
30 days against DJI
Risk Adjusted Performance  0.0173Jensen Alpha  (0.24)Total Risk Alpha  (0.86)Sortino Ratio  (0.054149)Treynor Ratio  0.0226

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 Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 16.72 with a coefficient of variation of 2.04. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 16.75, and mean deviation of 0.27. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Dekabank Deutsche Girozentrale Upped Deutsche Bank Ag Positi...10/16/2017