Deutsche Bank Backtesting

Deutsche Bank Aktiengesellschaft -- USA Stock  

USD 16.43  0.14  0.84%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Deutsche Bank Aktiengesellschaft and determine expected loss or profit from investing in Deutsche Bank over given investment horizon. Additionally see Deutsche Bank Hype Analysis, Deutsche Bank Correlation, Deutsche Bank Valuation, Deutsche Bank Volatility as well as analyze Deutsche Bank Alpha and Beta and Deutsche Bank Performance
 Time Horizon     30 Days    Login   to change

Deutsche Bank 'What if' Analysis

January 26, 2018
No Change 0.00  0.0%
In 31 days
February 25, 2018
If you would invest  0.00  in Deutsche Bank on January 26, 2018 and sell it all today you would earn a total of 0.00 from holding Deutsche Bank Aktiengesellschaft or generate 0.0% return on investment in Deutsche Bank over 30 days. Deutsche Bank is related to or competes with Citigroup, Bank of New York, Byline Bancorp, Canadian Imperial, and . Deutsche Bank Aktiengesellschaft provides investment, financial, and related products and services to private individual...

Deutsche Bank Upside/Downside Indicators


Deutsche Bank Market Premium Indicators

Deutsche Bank Aktien lagged returns against current returns

 Current and Lagged Values 

Deutsche Bank regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Deutsche Bank Aktien Backtested Returns

Macroaxis considers Deutsche Bank to be not very volatile. Deutsche Bank Aktien secures Sharpe Ratio (or Efficiency) of -0.2974 which denotes Deutsche Bank Aktien had -0.2974% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Deutsche Bank Aktiengesellschaft exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Deutsche Bank Aktien Coefficient Of Variation of 320.31 and Mean Deviation of 1.82 to check risk estimate we provide. Macroaxis gives Deutsche Bank performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.5429 which denotes to the fact that as returns on market increase, returns on owning Deutsche Bank are expected to decrease at a much smaller rate. During bear market, Deutsche Bank is likely to outperform the market.. Even though it is essential to pay attention to Deutsche Bank Aktien historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Deutsche Bank Aktiengesellschaft exposes twenty-one different technical indicators which can help you to evaluate its performance. Deutsche Bank Aktien has expected return of -0.781%. Please be advised to confirm Deutsche Bank Aktien Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Deutsche Bank Aktien past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.90) 

Excellent reverse predictability

Deutsche Bank Aktiengesellschaft has excellent reverse predictability. Overlapping area represents the amount of predictability between Deutsche Bank time series from January 26, 2018 to February 10, 2018 and February 10, 2018 to February 25, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Deutsche Bank Aktien price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current Deutsche Bank price fluctuation can be explain by its past prices. Given that Deutsche Bank Aktiengesellschaft has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Deutsche Bank for similar time interval.
Correlation Coefficient -0.9
Spearman Rank Test -0.73
Price Variance 0.05
Lagged Price Variance 1.78

Deutsche Bank Lagged Returns

 Regressed Prices 

Deutsche Bank Performance vs DOW

The median price of Deutsche Bank for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 16.46 with a coefficient of variation of 8.31. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 17.13, and mean deviation of 1.23. The Stock received some media coverage during the period.
Price Growth (%)  
Analysts at HSBC Give Deutsche Bank AG an Upgrade02/20/2018