American Homes Downside Variance
| AMH Stock | | | USD 28.87 -0.65 -2.20% |
The Downside Variance technical lookup provides context for American Homes 4 and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. American Homes has a market cap of 12.47 B, operating margin of 25.47%, ROE of 6.6%. Review
Trending Equities for broader portfolio context. This reflects a position in American Homes 4 within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
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American Homes 4 has current Downside Variance of 0. 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) |
| = | 0 | |
| 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 |
American Homes Downside Variance Peers Comparison
American Downside Variance Relative To Other Indicators
American Homes 4 is rated
below average. in downside variance category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors .
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.
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