Deutsche Bank Alpha and Beta Analysis Overview

DB -- USA Stock  

USD 10.89  0.12  1.09%

This module allows you to check different measures of market premium for Deutsche Bank Aktiengesellschaft 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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Deutsche Bank Market Premiums

α0.45β0.87
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Deutsche Bank expected buy-and-hold returns

Deutsche Bank Market Price Analysis

Deutsche Bank Return and Market Media

The median price of Deutsche Bank for the period between Fri, May 25, 2018 and Sun, Jun 24, 2018 is 11.25 with a coefficient of variation of 4.11. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 11.38, and mean deviation of 0.32. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Fridays Vital Data Facebook, Inc. , Snap Inc and Deutsche Ba...06/01/2018
2
Citigroup Said to Back Key Deutsche Bank Investor After Rout06/12/2018
3
Which Market Offer More Value Abraxas Petroleum Corporation ...06/18/2018
4
ETF Preview ETFs, Stocks Under Pressure Amid Trade Dispute C...06/21/2018

Current Sentiment - DB

Deutsche Bank Aktien Investor Sentiment
Larger part of Macroaxis users are currently bullish on Deutsche Bank Aktiengesellschaft. What is your opinion about investing in Deutsche Bank Aktiengesellschaft? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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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. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.