Deutsche Bank Performance

Deutsche Bank AG -- USA Stock  

USD 18.52  0.26  1.38%

Macroaxis gives Deutsche Bank performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.9552 which denotes to the fact that . Even though it is essential to pay attention to Deutsche Bank AG 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 AG exposes twenty-one different technical indicators which can help you to evaluate its performance. Deutsche Bank AG has expected return of -0.234%. Please be advised to confirm Deutsche Bank AG Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Deutsche Bank AG past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Deutsche Bank AG Relative Risk vs. Return Landscape

If you would invest  1,970  in Deutsche Bank AG on December 21, 2017 and sell it today you would lose (92)  from holding Deutsche Bank AG or give up 4.67% of portfolio value over 30 days. Deutsche Bank AG is generating negative expected returns and assumes 1.9004% volatility on return distribution over the 30 days horizon. Put differently, 17% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, Deutsche Bank AG is expected to under-perform the market. In addition to that, the company is 4.09 times more volatile than its market benchmark. It trades about -0.12 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of volatility.

Deutsche Bank Daily Price Distribution

The median price of Deutsche Bank for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 19.06 with a coefficient of variation of 2.94. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 19.02, and mean deviation of 0.47. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Deutsche Bank AG has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Deutsche Bank Sharpe Ratio = -0.1231
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Estimated Market Risk

 1.9
  actual daily
 
 83 %
of total potential
  

Expected Return

 -0.23
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.12
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Deutsche Bank is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Deutsche Bank by adding it to a well-diversified portfolio.

Dividends

Deutsche Bank AG Dividends Analysis
Check Deutsche Bank AG dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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