Deutsche Bank Probability of Target Price

Deutsche Bank AG -- USA Stock  

USD 16.89  0.18  1.08%

Deutsche Bank probability of target price tool provides mechanism to make assumptions about upside and downside potential of Deutsche Bank AG performance during a given time horizon utilizing its historical volatility. Please specify Deutsche Bank time horizon, a valid symbol (red box) and a target price (blue box) you would like Deutsche Bank odds to be computed. Additionally see Deutsche Bank Backtesting, Deutsche Bank Valuation, Deutsche Bank Correlation, Deutsche Bank Hype Analysis, Deutsche Bank Volatility, Deutsche Bank History as well as Deutsche Bank Performance
Investment Horizon     30 Days    Login   to change
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Odds Analysis

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 16.89 30 days 16.79  about 47.49% about 51.98%
Based on normal probability distribution, the odds of Deutsche Bank to drop to $ 16.79  or more in 30 days from now is about 51.98%. Probability of Deutsche Bank AG price to stay between $ 16.79  and its current price of $16.89 at the end of the 30-day period is about 11.44%.
Allowing for the 30-days total investment horizon, Deutsche Bank has beta of 0.2467 suggesting as returns on market go up, Deutsche Bank average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Deutsche Bank AG will be expected to be much smaller as well. Additionally Deutsche Bank AG has an alpha of 0.0622 implying that it can potentially generate 0.0622% excess return over DOW after adjusting for the inherited market risk (beta).
Odds to drop to $ 16.79  or more in 30 days
 Deutsche Bank Price Density 
Current Price   Target Price   
Alpha over DOW
= 0.0622 
βBeta against DOW= 0.25 
Overall volatility
= 0.34 
 IrInformation ratio =(0.0188)