Deutsche Bank Performance

Deutsche Bank AG -- USA Stock  

USD 16.63  0.35  2.06%

On a scale of 0 to 100 Deutsche Bank holds performance score of 9. The firm shows Beta (market volatility) of 2.7171 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Deutsche Bank will likely underperform.. Although it is extremely important to respect Deutsche Bank AG historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Deutsche Bank AG technical indicators you can presently evaluate if the expected return of 0.205% will be sustainable into the future. Please utilizes Deutsche Bank AG Sortino Ratio, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Deutsche Bank price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,604  in Deutsche Bank AG on September 23, 2017 and sell it today you would earn a total of  67  from holding Deutsche Bank AG or generate 4.18% return on investment over 30 days. Deutsche Bank AG is generating 0.205% of daily returns and assumes 1.4538% volatility on return distribution over the 30 days horizon. Put differently, 13% of equity instruments are less risky than the company on the bases of their historical return distribution and some 96% 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 generate 1.05 times less return on investment than the market. In addition to that, the company is 5.64 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 0.84 per unit of volatility.

Deutsche Bank Daily Price Distribution

The median price of Deutsche Bank for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 16.87 with a coefficient of variation of 1.93. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 16.81, and mean deviation of 0.24. The Stock received some media coverage during the period.
9 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Deutsche Bank AG are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Deutsche Bank Sharpe Ratio = 0.141
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Estimated Market Risk

 1.45
  actual daily
 
 87 %
of total potential
  

Expected Return

 0.21
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.14
  actual daily
 
 9 %
of total potential
  
Based on monthly moving average Deutsche Bank is performing at about 9% 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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