Deutsche Bank Market Risk Adjusted Performance
| DB Stock | | | USD 28.47 -0.93 -3.16% |
The Market Risk Adjusted Performance indicator for Deutsche Bank is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. Deutsche Bank has a market cap of 74.43 B, operating margin of 32.09%, ROE of 7.6%. See
Investing Opportunities for additional portfolio context. The view frames allocation within the broader portfolio. Portfolio data reflects current holdings and their weights. The holding in Deutsche Bank AG represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
Deutsche Bank AG has current Market Risk Adjusted Performance of
-0.25.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.25 | |
| ER[a] | = | Expected return on investing in Deutsche Bank |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Deutsche Bank AG is rated
below average in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
Other Technical Indicators