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.
|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|