Antero Midstream Downside Variance
| AM Stock | | | USD 23.56 0.01 0.04% |
The Downside Variance reading for Antero Midstream Partners is computed from historical trading observations. Normalization methods and data feeds may affect reported values. Antero Midstream has a market cap of 11.24 B, operating margin of 59.47%, current ratio of 0.62. Portfolio-level context is available through
Trending Equities. Antero Midstream Partners can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Antero Midstream Partners's company valuation — related indicators include
signals in inflation.
Antero Midstream Partners has current Downside Variance of 1.65. 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) |
| = | 1.65 | |
| 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
Antero Midstream Partners is rated
below average in downside variance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
3.36 in Maximum Drawdown for each unit of Downside Variance. The spread between Maximum Drawdown and Downside Variance for Antero Midstream Partners sits at
3.36 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 Antero Midstream to Peers
Other Technical Indicators