Deutsche Bank Performance

DB -- USA Stock  

USD 11.82  0.37  3.23%

Macroaxis gives Deutsche Bank performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.2039 which denotes to the fact that as returns on market increase, Deutsche Bank returns are expected to increase less than the market. However during bear market, the loss on holding Deutsche Bank will be expected to be smaller as well.. 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 -0.2493%. 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.
 Time Horizon     30 Days    Login   to change

Deutsche Bank Aktien Relative Risk vs. Return Landscape

If you would invest  1,214  in Deutsche Bank Aktiengesellschaft on July 16, 2018 and sell it today you would lose (69.00)  from holding Deutsche Bank Aktiengesellschaft or give up 5.68% of portfolio value over 30 days. Deutsche Bank Aktiengesellschaft is generating negative expected returns and assumes 1.8412% volatility on return distribution over the 30 days horizon. Put differently, 16% 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 Aktiengesellschaft is expected to under-perform the market. In addition to that, the company is 4.17 times more volatile than its market benchmark. It trades about -0.14 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of volatility.

Deutsche Bank Market Risk Analysis

Sharpe Ratio = -0.1354
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Deutsche Bank Relative Performance Indicators

Estimated Market Risk
 1.84
  actual daily
 
 84 %
of total potential
  
Expected Return
 -0.25
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.14
  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.

Performance Rating

Deutsche Bank Aktiengesellschaft Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

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

Deutsche Bank Alerts

Equity Alerts and Improvement Suggestions
Deutsche Bank Aktien generates negative expected return over the last 30 days
The company generated yearly revenue of 29.87 B. Annual Net Loss to common stockholders was (1.75 B) with gross profit of 25.93 B.
Latest headline from www.bloomberg.com: JPMorgan Says Its Among Firms Facing SEC Probe Into ADRs

Dividends

Deutsche Bank Aktien Dividends Analysis
Check Deutsche Bank Aktien dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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Additionally see Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.