Koninklijke Ahold Downside Variance
| AD Stock | | | EUR 40.85 -0.35 -0.85% |
This module presents the Downside Variance indicator for Koninklijke Ahold Delhaize using available market inputs. Coverage differences may occur across instruments and market segments. Koninklijke Ahold has a market cap of 36.23 B, operating margin of 4.2%, ROE of 15.27%. Allocation context is available in
Trending Equities. The holding in Koninklijke Ahold Delhaize represents an allocation. This is situated within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Koninklijke Ahold Delhaize has current Downside Variance of 1.06. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 1.06 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Downside Variance Peers Comparison
Downside Variance Relative To Other Indicators
Koninklijke Ahold Delhaize is rated
below average in downside variance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
12.54 of Maximum Drawdown per Downside Variance. For Koninklijke Ahold Delhaize, Maximum Drawdown stands at
12.54 times Downside Variance
Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
Compare Koninklijke Ahold to Peers
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