ETR:DBK Deutsche Bank AG stock

ETR:DBK – Deutsche Bank AG data analysis summary on 05-03-2021:

  • Last closing quote is 10.57 EUR
  • Last daily return is 2.13% (0.22 EUR in absolute)
  • Last year return is 50.17%
  • Last year historical 1% Value at Risk is -9.00%

ETR:DBK – Deutsche Bank AG informations :

ETR:DBK – Deutsche Bank AG refers to :

ETR:DBK last news

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ETR:DBK stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns 23.22% 31.17%* 50.17% 31.17%
15 days moving average returns 13.26% 23.25% 16.11% 26.52%
45 days moving average returns 2.55% 14.09% 11.90% 20.46%

Notes :

  • Reading example: ETR:DBK stock closing price has increased of 31.17%* over the last 6 months
  • Returns are not annualized

ETR:DBK stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -9.00% -6.97%
5% -4.72%(a) -4.03%
10% -3.19% -2.93%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.21%(b) 0.09%
Volatility
(standard deviation)
3.45%(c) 2.95%
Value at Risk 1% -7.83% -6.77%
5% -5.47%(d) -4.76%
10% -4.22% -3.69%

Notes:

  • Reading example: Using historical ETR:DBK stock data closing price daily returns over last year, the 5% worst returns are less than -4.72%(a). Also, if we assume that historical ETR:DBK stock returns price over last year follows a normal distribution of mean 0.21%(b) and standard deviation 3.45%(c), the 5% worst returns are less than -5.47%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud