Deutsche Bank Ag Stock Probability Of Bankruptcy
| DB Stock | USD 15.91 0.11 0.70% |
Deutsche Bank AG fundamentals help investors to digest information that contributes to Deutsche Bank's financial success or failures. It also enables traders to predict the movement of Deutsche Stock. The fundamental analysis module provides a way to measure Deutsche Bank's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Deutsche Bank stock.
Deutsche | Probability_Of_Bankruptcy |
Deutsche Bank AG Company chance of distress Analysis
Deutsche Bank's Probability Of Bankruptcy is a relative measure of the likelihood of financial distress. For stocks, the Probability Of Bankruptcy is the normalized value of Z-Score. For funds and ETFs, it is derived from a multi-factor model developed by Macroaxis. The score is used to predict the probability of a firm or a fund experiencing financial distress within the next 24 months. Unlike Z-Score, Probability Of Bankruptcy is the value between 0 and 100, indicating the firm's actual probability it will be financially distressed in the next 2 fiscal years.
More About Probability_Of_Bankruptcy | All Equity Analysis
Probability Of Bankruptcy | = | Normalized | | Z-Score |
Current Deutsche Bank Probability Of Bankruptcy | Over 55% |
Most of Deutsche Bank's fundamental indicators, such as Probability Of Bankruptcy, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Deutsche Bank AG is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
Our calculation of Deutsche Bank probability of bankruptcy is based on Altman Z-Score and Piotroski F-Score, but not limited to these measures. To be applied to a broader range of industries and markets, we use several other techniques to enhance the accuracy of predicting Deutsche Bank odds of financial distress. These include financial statement analysis, different types of price predictions, earning estimates, analysis consensus, and basic intrinsic valuation. Please use the options below to get a better understanding of different measures that drive the calculation of Deutsche Bank AG financial health.
Is Deutsche Bank's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Deutsche Bank. If investors know Deutsche will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Deutsche Bank listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.26) | Dividend Share 0.45 | Earnings Share 2.94 | Revenue Per Share 13.263 | Quarterly Revenue Growth 0.035 |
The market value of Deutsche Bank AG is measured differently than its book value, which is the value of Deutsche that is recorded on the company's balance sheet. Investors also form their own opinion of Deutsche Bank's value that differs from its market value or its book value, called intrinsic value, which is Deutsche Bank's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Deutsche Bank's market value can be influenced by many factors that don't directly affect Deutsche Bank's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Deutsche Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if Deutsche Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Deutsche Bank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Deutsche Probability Of Bankruptcy Driver Correlations
Understanding the fundamental principles of building solid financial models for Deutsche Bank is extremely important. It helps to project a fair market value of Deutsche Stock properly, considering its historical fundamentals such as Probability Of Bankruptcy. Since Deutsche Bank's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Deutsche Bank's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Deutsche Bank's interrelated accounts and indicators.
Click cells to compare fundamentals
The Probability of Bankruptcy SHOULD NOT be confused with the actual chance of a company to file for chapter 7, 11, 12, or 13 bankruptcy protection. Macroaxis simply defines Financial Distress as an operational condition where a company is having difficulty meeting its current financial obligations towards its creditors or delivering on the expectations of its investors. Macroaxis derives these conditions daily from both public financial statements as well as analysis of stock prices reacting to market conditions or economic downturns, including short-term and long-term historical volatility. Other factors taken into account include analysis of liquidity, revenue patterns, R&D expenses, and commitments, as well as public headlines and social sentiment.
| Competition |
Based on the latest financial disclosure, Deutsche Bank AG has a Probability Of Bankruptcy of 55%. This is 10.15% higher than that of the Capital Markets sector and significantly higher than that of the Financials industry. The probability of bankruptcy for all United States stocks is 38.09% lower than that of the firm.
Deutsche Probability Of Bankruptcy Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Deutsche Bank's direct or indirect competition against its Probability Of Bankruptcy to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Deutsche Bank could also be used in its relative valuation, which is a method of valuing Deutsche Bank by comparing valuation metrics of similar companies.Deutsche Bank is currently under evaluation in probability of bankruptcy category among related companies.
Deutsche Bank Current Valuation Drivers
We derive many important indicators used in calculating different scores of Deutsche Bank from analyzing Deutsche Bank's financial statements. These drivers represent accounts that assess Deutsche Bank's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Deutsche Bank's important valuation drivers and their relationship over time.
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024 (projected) | ||
| Market Cap | 31.7B | 14.9B | 18.8B | 22.5B | 25.3B | 42.8B |
Deutsche Bank ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Deutsche Bank's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Deutsche Bank's managers, analysts, and investors.Environment Score | Governance Score | Social Score |
Deutsche Fundamentals
| Return On Equity | 0.0665 | ||||
| Return On Asset | 0.0037 | ||||
| Profit Margin | 0.17 % | ||||
| Operating Margin | 0.22 % | ||||
| Current Valuation | (157.67 B) | ||||
| Shares Outstanding | 1.99 B | ||||
| Shares Owned By Insiders | 8.03 % | ||||
| Shares Owned By Institutions | 44.16 % | ||||
| Number Of Shares Shorted | 8.51 M | ||||
| Price To Earning | 14.26 X | ||||
| Price To Book | 0.39 X | ||||
| Price To Sales | 1.15 X | ||||
| Revenue | 27.38 B | ||||
| Gross Profit | 25.98 B | ||||
| EBITDA | (1.07 B) | ||||
| Net Income | 6.45 B | ||||
| Cash And Equivalents | 621.02 B | ||||
| Cash Per Share | 305.47 X | ||||
| Total Debt | 144.22 B | ||||
| Debt To Equity | 24.91 % | ||||
| Book Value Per Share | 36.67 X | ||||
| Cash Flow From Operations | 5.61 B | ||||
| Short Ratio | 2.40 X | ||||
| Earnings Per Share | 2.94 X | ||||
| Price To Earnings To Growth | 0.12 X | ||||
| Target Price | 14.03 | ||||
| Number Of Employees | 90.13 K | ||||
| Beta | 1.21 | ||||
| Market Capitalization | 31.47 B | ||||
| Total Asset | 1.32 T | ||||
| Retained Earnings | 22.84 B | ||||
| Working Capital | (277.38 B) | ||||
| Current Asset | 1.09 T | ||||
| Current Liabilities | 1.36 T | ||||
| Annual Yield | 0.03 % | ||||
| Net Asset | 1.32 T | ||||
| Last Dividend Paid | 0.45 |
About Deutsche Bank Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Deutsche Bank AG's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Deutsche Bank using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Deutsche Bank AG based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Deutsche Bank
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 Bank 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 Bank will appreciate offsetting losses from the drop in the long position's value.Moving together with Deutsche Stock
| 0.76 | DIST | Distoken Acquisition | PairCorr |
| 0.65 | AB | AllianceBernstein Earnings Call This Week | PairCorr |
Moving against Deutsche Stock
| 0.76 | PX | P10 Inc Financial Report 20th of May 2024 | PairCorr |
| 0.62 | AC | Associated Capital | PairCorr |
| 0.46 | DHIL | Diamond Hill Investment | PairCorr |
The ability to find closely correlated positions to Deutsche Bank 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 Bank 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 Bank - 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 Bank AG to buy it.
The correlation of Deutsche Bank 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 Bank moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Deutsche Bank 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 Bank 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 Bank Piotroski F Score and Deutsche Bank Altman Z Score analysis. Note that the Deutsche Bank AG information on this page should be used as a complementary analysis to other Deutsche Bank's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Deutsche Stock analysis
When running Deutsche Bank's price analysis, check to measure Deutsche Bank'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 Bank is operating at the current time. Most of Deutsche Bank's value examination focuses on studying past and present price action to predict the probability of Deutsche Bank'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 Bank's price. Additionally, you may evaluate how the addition of Deutsche Bank to your portfolios can decrease your overall portfolio volatility.
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Is Deutsche Bank's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Deutsche Bank. If investors know Deutsche will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Deutsche Bank listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.26) | Dividend Share 0.45 | Earnings Share 2.94 | Revenue Per Share 13.263 | Quarterly Revenue Growth 0.035 |
The market value of Deutsche Bank AG is measured differently than its book value, which is the value of Deutsche that is recorded on the company's balance sheet. Investors also form their own opinion of Deutsche Bank's value that differs from its market value or its book value, called intrinsic value, which is Deutsche Bank's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Deutsche Bank's market value can be influenced by many factors that don't directly affect Deutsche Bank's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Deutsche Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if Deutsche Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Deutsche Bank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.