Deutsche Post Ag Stock Market Value
| DPSTF Stock | USD 41.64 0.59 1.44% |
| Symbol | Deutsche |
Deutsche Post 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Deutsche Post's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Deutsche Post.
| 05/07/2022 |
| 04/26/2024 |
If you would invest 0.00 in Deutsche Post on May 7, 2022 and sell it all today you would earn a total of 0.00 from holding Deutsche Post AG or generate 0.0% return on investment in Deutsche Post over 720 days. Deutsche Post is related to or competes with Kuehne Nagel, Kuehne Nagel, DSV Panalpina, DSV Panalpina, Royal Mail, United Parcel, and FedEx. Deutsche Post AG operates as a mail and logistics company in Germany, rest of Europe, the Americas, the Asia Pacific, th... More
Deutsche Post Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Deutsche Post's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Deutsche Post AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 8.25 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 2.01 |
Deutsche Post Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Post's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Post's standard deviation. In reality, there are many statistical measures that can use Deutsche Post historical prices to predict the future Deutsche Post's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | (0.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Post's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Deutsche Post AG Backtested Returns
Deutsche Post AG secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the company had a -0.13% return per unit of risk over the last 3 months. Deutsche Post AG exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Deutsche Post's Standard Deviation of 1.58, mean deviation of 1.15, and Variance of 2.48 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, Deutsche Post's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Post is expected to be smaller as well. Deutsche Post AG has an expected return of -0.21%. Please make sure to confirm Deutsche Post AG jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Deutsche Post AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Deutsche Post AG has insignificant predictability. Overlapping area represents the amount of predictability between Deutsche Post time series from 7th of May 2022 to 2nd of May 2023 and 2nd of May 2023 to 26th of April 2024. 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 Post AG price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Deutsche Post price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 11.02 |
Deutsche Post AG lagged returns against current returns
Autocorrelation, which is Deutsche Post pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Deutsche Post's pink sheet expected returns. We can calculate the autocorrelation of Deutsche Post returns to help us make a trade decision. For example, suppose you find that Deutsche Post has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Deutsche Post regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Deutsche Post pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Post pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Post pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Post Lagged Returns
When evaluating Deutsche Post's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Post pink sheet have on its future price. Deutsche Post autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Deutsche Post autocorrelation shows the relationship between Deutsche Post pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Post AG.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Deutsche Post in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Deutsche Post's short interest history, or implied volatility extrapolated from Deutsche Post options trading.
Pair Trading with Deutsche Post
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Deutsche Post position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Deutsche Post will appreciate offsetting losses from the drop in the long position's value.Moving against Deutsche Pink Sheet
| 0.65 | ZTO | ZTO Express Financial Report 15th of May 2024 | PairCorr |
| 0.64 | FDX | FedEx Financial Report 18th of June 2024 | PairCorr |
The ability to find closely correlated positions to Deutsche Post could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Deutsche Post when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Deutsche Post - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Deutsche Post AG to buy it.
The correlation of Deutsche Post is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Deutsche Post moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Deutsche Post AG moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Deutsche Post can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Deutsche Post Correlation, Deutsche Post Volatility and Deutsche Post Alpha and Beta module to complement your research on Deutsche Post. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Deutsche Pink Sheet analysis
When running Deutsche Post's price analysis, check to measure Deutsche Post's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Deutsche Post is operating at the current time. Most of Deutsche Post's value examination focuses on studying past and present price action to predict the probability of Deutsche Post's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deutsche Post's price. Additionally, you may evaluate how the addition of Deutsche Post to your portfolios can decrease your overall portfolio volatility.
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Deutsche Post technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.