Deutsche Probability Of Bankruptcy

DB -  USA Stock  

USD 12.40  0.11  0.88%

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. This fundamental analysis module provides a way for investors to measures Deutsche Bank's intrinsic value by examining all of its available economic and financial indicators and drivers, 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. Please note, this module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools.

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Deutsche Probability Of Bankruptcy 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.
 2018 2019 2020 2021 (projected)
Revenues USD28.5 B25.22 B27.1 B28.62 B
Revenues24.79 B22.44 B22.22 B23.48 B
Probability Of Bankruptcy 
 = 
Normalized 
 
Z-Score 
More About Probability_Of_Bankruptcy | All Equity Analysis

Current Deutsche Bank Probability Of Bankruptcy

    
  0%  
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.
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 AG underlying business (such as 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 Deutsche Bank value 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 Ford 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.
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.
Compare to competition

Based on the latest financial disclosure, Deutsche Bank AG has a Probability Of Bankruptcy of 0.0%. This is 100.0% lower than that of the Financial Services sector and about the same as Banks—Regional (which currently averages 0.0) industry. The probability of bankruptcy for all United States stocks is 100.0% higher than that of the company.

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.
201620172018201920202021 (projected)
Average Assets1,609.84 B1,532.64 B1,411.43 B1,322.91 B1,311.32 B1,385.48 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA(856 M)1.21 B1.26 B(2.76 B)874 M768.06 M
Earnings Before Interest Taxes and Depreciation Amortization USD(900.86 M)1.45 B1.44 B(3.1 B)1.07 B1.02 B
Earnings before Tax(856 M)1.21 B1.26 B(2.76 B)874 M768.06 M
Average Equity61.26 B61.5 B62.83 B59.18 B55.32 B62.22 B
Enterprise Value105.99 B39.65 B(35.78 B)(19.79 B)6.73 B6.91 B
Free Cash Flow70.09 B39.2 B(54.28 B)(40.68 B)30.25 B32.64 B
Invested Capital1,594.03 B1,422.72 B1,307.44 B1,276.43 B1,290.73 B1,384.86 B
Invested Capital Average1,642.85 B1,508.38 B1,365.08 B1,291.94 B1,283.58 B1,388.12 B
Market Capitalization24.96 B26.24 B16.84 B16.07 B22.52 B24.2 B
Tangible Asset Value1,581.56 B1,465.89 B1,339 B1,290.64 B1,318.24 B1,380.97 B

Deutsche Fundamentals

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.
Deutsche Bank Aktiengesellschaft provides investment, financial, and related products and services to private individuals, corporate entities, and institutional clients worldwide. The company was founded in 1870 and is headquartered in Frankfurt am Main, Germany. Deutsche Bank operates under BanksRegional classification in the United States and is traded on New York Stock Exchange. It employs 83797 people.

Deutsche Bank Investors Sentiment

The influence of Deutsche Bank's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Deutsche. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - DB

Deutsche Bank AG Investor Sentiment

Larger part of Macroaxis users are currently bullish on Deutsche Bank AG. What is your opinion about investing in Deutsche Bank AG? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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.

Deutsche Bank Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Deutsche Bank and Eagle Fincl Svcs. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Continue to 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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

Complementary Tools for Deutsche Stock analysis

When running Deutsche Bank AG 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 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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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 AG underlying business (such as 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 Deutsche Bank value 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.