Deutsche Global Inflation Etf Market Value
| TIPSX Etf | USD 9.63 0.03 0.31% |
| Symbol | DEUTSCHE |
The market value of DEUTSCHE GLOBAL INFLATION 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 GLOBAL's value that differs from its market value or its book value, called intrinsic value, which is DEUTSCHE GLOBAL'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 GLOBAL's market value can be influenced by many factors that don't directly affect DEUTSCHE GLOBAL's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between DEUTSCHE GLOBAL's value and its price as these two are different measures arrived at by different means. Investors typically determine if DEUTSCHE GLOBAL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DEUTSCHE GLOBAL'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 GLOBAL '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 GLOBAL's etf 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 GLOBAL.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in DEUTSCHE GLOBAL on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding DEUTSCHE GLOBAL INFLATION or generate 0.0% return on investment in DEUTSCHE GLOBAL over 90 days. DEUTSCHE GLOBAL is related to or competes with Wisdomtree Digital, Wisdomtree Digital, Wisdomtree Digital, Wisdomtree Digital, Wisdomtree Digital, Wisdomtree Digital, and WisdomTree Siegel. Under normal circumstances, at least 80 percent of the value of the funds net assets, plus the amount of any borrowings ... More
DEUTSCHE GLOBAL 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 GLOBAL's etf 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 GLOBAL INFLATION upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3251 | |||
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 1.27 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.3191 |
DEUTSCHE GLOBAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DEUTSCHE GLOBAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DEUTSCHE GLOBAL's standard deviation. In reality, there are many statistical measures that can use DEUTSCHE GLOBAL historical prices to predict the future DEUTSCHE GLOBAL's volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | 0.0237 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | 1.11 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DEUTSCHE GLOBAL'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 GLOBAL INFLATION Backtested Returns
At this stage we consider DEUTSCHE Etf to be very steady. DEUTSCHE GLOBAL INFLATION secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the etf had a 0.11 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for DEUTSCHE GLOBAL INFLATION, which you can use to evaluate the volatility of the entity. Please confirm DEUTSCHE GLOBAL's Market Risk Adjusted Performance of 1.12, downside deviation of 0.3251, and Mean Deviation of 0.2047 to check if the risk estimate we provide is consistent with the expected return of 0.029%. The etf shows a Beta (market volatility) of 0.0242, which means not very significant fluctuations relative to the market. As returns on the market increase, DEUTSCHE GLOBAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding DEUTSCHE GLOBAL is expected to be smaller as well.
Auto-correlation | -0.53 |
Good reverse predictability
DEUTSCHE GLOBAL INFLATION has good reverse predictability. Overlapping area represents the amount of predictability between DEUTSCHE GLOBAL time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. 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 GLOBAL INFLATION price movement. The serial correlation of -0.53 indicates that about 53.0% of current DEUTSCHE GLOBAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DEUTSCHE GLOBAL INFLATION lagged returns against current returns
Autocorrelation, which is DEUTSCHE GLOBAL etf'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 GLOBAL's etf expected returns. We can calculate the autocorrelation of DEUTSCHE GLOBAL returns to help us make a trade decision. For example, suppose you find that DEUTSCHE GLOBAL has exhibited high autocorrelation historically, and you observe that the etf 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 GLOBAL 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 GLOBAL etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DEUTSCHE GLOBAL etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DEUTSCHE GLOBAL etf over time.
Current vs Lagged Prices |
| Timeline |
DEUTSCHE GLOBAL Lagged Returns
When evaluating DEUTSCHE GLOBAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DEUTSCHE GLOBAL etf have on its future price. DEUTSCHE GLOBAL 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 GLOBAL autocorrelation shows the relationship between DEUTSCHE GLOBAL etf current value and its past values and can show if there is a momentum factor associated with investing in DEUTSCHE GLOBAL INFLATION.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in DEUTSCHE Etf
DEUTSCHE GLOBAL financial ratios help investors to determine whether DEUTSCHE Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in DEUTSCHE with respect to the benefits of owning DEUTSCHE GLOBAL security.