Deutsche Brse Ag Stock Market Value
| DBOEF Stock | USD 199.50 5.25 2.70% |
| Symbol | Deutsche |
Deutsche Brse 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Deutsche Brse's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Deutsche Brse.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Deutsche Brse on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Brse AG or generate 0.0% return on investment in Deutsche Brse over 30 days. Deutsche Brse is related to or competes with MSCI, Otc Markets, and Dun Bradstreet. Deutsche Brse AG operates as an exchange organization in Europe, the United States, and the Asia-Pacific More
Deutsche Brse Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Deutsche Brse's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Deutsche Brse AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.83 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 1.66 |
Deutsche Brse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Brse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Brse's standard deviation. In reality, there are many statistical measures that can use Deutsche Brse historical prices to predict the future Deutsche Brse's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Brse's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Deutsche Brse AG Backtested Returns
Deutsche Brse AG secures Sharpe Ratio (or Efficiency) of -0.0301, which denotes the company had a -0.0301% return per unit of risk over the last 3 months. Deutsche Brse AG exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Deutsche Brse's Variance of 1.41, mean deviation of 0.8537, and Standard Deviation of 1.19 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Brse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Brse is expected to be smaller as well. Deutsche Brse AG has an expected return of -0.0361%. Please make sure to confirm Deutsche Brse AG potential upside, as well as the relationship between the daily balance of power and day typical price , to decide if Deutsche Brse AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.58 |
Modest predictability
Deutsche Brse AG has modest predictability. Overlapping area represents the amount of predictability between Deutsche Brse time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Deutsche Brse AG price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Deutsche Brse price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 10.62 |
Deutsche Brse AG lagged returns against current returns
Autocorrelation, which is Deutsche Brse pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Deutsche Brse's pink sheet expected returns. We can calculate the autocorrelation of Deutsche Brse returns to help us make a trade decision. For example, suppose you find that Deutsche Brse has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Deutsche Brse regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Deutsche Brse pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Brse pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Brse pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Brse Lagged Returns
When evaluating Deutsche Brse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Brse pink sheet have on its future price. Deutsche Brse autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Deutsche Brse autocorrelation shows the relationship between Deutsche Brse pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Brse AG.
Regressed Prices |
| Timeline |
Pair Trading with Deutsche Brse
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 Brse 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 Brse will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Deutsche Brse 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 Brse 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 Brse - 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 Brse AG to buy it.
The correlation of Deutsche Brse 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 Brse moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Deutsche Brse 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 Brse 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 Brse Correlation, Deutsche Brse Volatility and Deutsche Brse Alpha and Beta module to complement your research on Deutsche Brse. Note that the Deutsche Brse AG information on this page should be used as a complementary analysis to other Deutsche Brse'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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Deutsche Pink Sheet analysis
When running Deutsche Brse's price analysis, check to measure Deutsche Brse'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 Brse is operating at the current time. Most of Deutsche Brse's value examination focuses on studying past and present price action to predict the probability of Deutsche Brse'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 Brse's price. Additionally, you may evaluate how the addition of Deutsche Brse to your portfolios can decrease your overall portfolio volatility.
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Deutsche Brse technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.