Atrium Mortgage Downside Variance
| AMIVF Stock | | | USD 8.39 -0.12 -1.41% |
Historical market data for Atrium Mortgage Investment forms the basis of the Downside Variance indicator shown here. Market data gaps can influence the computed indicator values. Atrium Mortgage has a market cap of 367.66 M, operating margin of 82.18%, ROE of 9.23%. Use
Trending Equities to explore allocation context. A position in Atrium Mortgage Investment is indicated here. It is reflected in the overall portfolio structure. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
Atrium Mortgage Investment has current Downside Variance of 3.58. 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) |
| = | 3.58 | |
| 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
Atrium Mortgage Investment ranks
fifth among pink sheets in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
2.25 Maximum Drawdown per unit of Downside Variance. Atrium Mortgage Investment carries a
2.25 x Maximum Drawdown-to-Downside Variance ratio
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 Atrium Mortgage to Peers
Other Technical Indicators