AP Moeller Downside Variance
| AMKAF Stock | | | USD 2,556 -199.71 -7.25% |
Observed values used in the Downside Variance indicator for AP Moeller are included in this dataset. For broader technical screening across instruments, see
Equity Screeners. AP Moeller has a market cap of 38.55 B, operating margin of 37.73%, current ratio of 2.39. Use
Trending Equities to view allocation positioning. Tracking AP Moeller in a portfolio helps measure its contribution to overall performance. The information is presented without directional commentary. Broader economic conditions can influence AP Moeller 's company valuation — related indicators include
signals in nation.
AP Moeller has current Downside Variance of 13.7. 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) |
| = | 13.7 | |
| 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
AP Moeller ranks
third among pink sheets in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
1.40 Maximum Drawdown per unit of Downside Variance. AP Moeller carries a
1.40 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.
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