Almonty Industries Downside Deviation

AII Stock  CAD 20.67  0.39  1.92%   
This module presents the Downside Deviation indicator for Almonty Industries using available market inputs. The indicator computation uses normalized market activity data. Almonty Industries has a market cap of 6.37 B, operating margin of -123.18%, current ratio of 0.44. Use Trending Equities to view allocation positioning. Almonty Industries can be tracked within a custom portfolio for ongoing monitoring. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Almonty Industries's company valuation — related indicators include signals in state.
Almonty Industries has current Downside Deviation of 4.99. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.

Downside Deviation

=

SQRT(DV)

 = 
4.99
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Downside Deviation Peers Comparison

Downside Deviation Relative To Other Indicators

Almonty Industries lands at #3 in downside deviation compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing 6.06 in Maximum Drawdown for each unit of Downside Deviation. The spread between Maximum Drawdown and Downside Deviation for Almonty Industries sits at 6.06
It is the square root of 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 most private investors. Compare Almonty Industries to Peers

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