Deutsche Bank Backtesting

DB -- USA Stock  

USD 11.08  0.09  0.81%

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
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Backtest

Deutsche Bank 'What if' Analysis

May 21, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 20, 2018
0.00
If you would invest  0.00  in Deutsche Bank on May 21, 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 ORIX CORP. Deutsche Bank Aktiengesellschaft provides investment, financial, and related products and services to private individual...

Deutsche Bank Upside/Downside Indicators

Information Ratio0.26
Maximum Drawdown8.27
Value At Risk4.89
Potential Upside2.39
  

Deutsche Bank Market Premium Indicators

Risk Adjusted Performance0.01

Deutsche Bank Aktien Backtested Returns

Macroaxis considers Deutsche Bank to be not very volatile. Deutsche Bank Aktien secures Sharpe Ratio (or Efficiency) of -0.2564 which denotes Deutsche Bank Aktien had -0.2564% 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 390.04 and Mean Deviation of 1.71 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 0.0 which denotes to the fact that the returns on MARKET and Deutsche Bank are completely uncorrelated. 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 -0.5957%. 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 0.35 

Below average predictability

Deutsche Bank Aktiengesellschaft has below average predictability. Overlapping area represents the amount of predictability between Deutsche Bank time series from May 21, 2018 to June 5, 2018 and June 5, 2018 to June 20, 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 0.35 indicates that nearly 35.0% of current Deutsche Bank price fluctuation can be explain by its past prices.
Correlation Coefficient 0.35
Spearman Rank Test 0.25
Price Variance 0.02
Lagged Price Variance 0.54

Deutsche Bank Aktien lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Deutsche Bank regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Deutsche Bank Lagged Returns

 Regressed Prices 
      Timeline 

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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Deutsche Bank and Citigroup. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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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. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.