Agora Downside Deviation
| API Stock | | | USD 3.83 -0.05 -1.29% |
Agora downside deviation lookup summarizes this and related technical indicators for Agora Inc. Availability can vary by instrument;
Equity Screeners offers additional screening access. Agora has a market cap of 344.03 M, operating margin of -2.57%, ROE of 1.68%. Review
Trending Equities for broader portfolio context. This includes a position in Agora Inc inside the allocation mix. 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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Agora Inc has current Downside Deviation of 2.94. 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) |
| = | 2.94 | |
Agora Downside Deviation Peers Comparison
Agora Downside Deviation Relative To Other Indicators
Agora Inc places
fourth for downside deviation among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals recording roughly
5.22 in Maximum Drawdown for every unit of Downside Deviation. Maximum Drawdown outpaces Downside Deviation by
5.22 times for Agora Inc
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.
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