DEUTSCHE BOERSE Risk Analysis And Volatility

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DBOEF -- USA Stock  

USD 165.96  2.83  1.73%

We consider DEUTSCHE BOERSE very steady. DEUTSCHE BOERSE AG secures Sharpe Ratio (or Efficiency) of 0.0466 which denotes the organization had 0.0466% of return per unit of volatility over the last 3 months. Our way of predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for DEUTSCHE BOERSE AG which you can use to evaluate future volatility of the firm. Please confirm DEUTSCHE BOERSE AG Downside Deviation of 2.26, Mean Deviation of 1.23 and Market Risk Adjusted Performance of 0.2152 to check if risk estimate we provide are consistent with the epected return of 0.0852%.

90 Days Market Risk

Very steady

Chance of Distress

Below average

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

DEUTSCHE BOERSE Market Sensitivity

As returns on market increase, DEUTSCHE BOERSE returns are expected to increase less than the market. However during bear market, the loss on holding DEUTSCHE BOERSE will be expected to be smaller as well.
3 Months Beta |Analyze DEUTSCHE BOERSE AG Demand Trend
Check current 30 days DEUTSCHE BOERSE correlation with market (DOW)
β = 0.3741

DEUTSCHE BOERSE Central Daily Price Deviation

DEUTSCHE BOERSE AG Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. DEUTSCHE BOERSE Typical Price indicator is an average of each day price and can be used instead of closing price when creating different DEUTSCHE BOERSE AG moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

DEUTSCHE BOERSE Projected Return Density Against Market

Assuming 30 trading days horizon, DEUTSCHE BOERSE has beta of 0.3741 suggesting as returns on market go up, DEUTSCHE BOERSE average returns are expected to increase less than the benchmark. However during bear market, the loss on holding DEUTSCHE BOERSE AG will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0398 implying that it can potentially generate 0.0398% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of DEUTSCHE BOERSE is 2148.14. The daily returns are destributed with a variance of 3.35 and standard deviation of 1.83. The mean deviation of DEUTSCHE BOERSE AG is currently at 1.24. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.0398
β
Beta against DOW=0.37
σ
Overall volatility
=1.83
Ir
Information ratio =0.01

DEUTSCHE BOERSE Return Volatility

the firm shows 1.8297% volatility of returns over 30 trading days. the entity inherits 0.4792% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

DEUTSCHE BOERSE Investment Opportunity

DEUTSCHE BOERSE AG has a volatility of 1.83 and is 3.81 times more volatile than DOW. 16  of all equities and portfolios are less risky than DEUTSCHE BOERSE. Compared to the overall equity markets, volatility of historical daily returns of DEUTSCHE BOERSE AG is lower than 16 () of all global equities and portfolios over the last 30 days. Use DEUTSCHE BOERSE AG to enhance returns of your portfolios. The otc stock experiences large bullish trend. Check odds of DEUTSCHE BOERSE to be traded at $182.56 in 30 days. . As returns on market increase, DEUTSCHE BOERSE returns are expected to increase less than the market. However during bear market, the loss on holding DEUTSCHE BOERSE will be expected to be smaller as well.

DEUTSCHE BOERSE correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding DEUTSCHE BOERSE AG and equity matching DJI index in the same portfolio.

DEUTSCHE BOERSE Current Risk Indicators

DEUTSCHE BOERSE Suggested Diversification Pairs

Continue to Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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