Hugo Boss Downside Variance
| BOSS Stock | | | EUR 36.73 -0.10 -0.27% |
The Downside Variance signal for Hugo Boss AG reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Availability can differ across markets, exchanges, and instruments. Hugo Boss has a market cap of 2.56 B, operating margin of 14.27%, ROE of 17.24%. For allocation context, review
Trending Equities. Allocation details are provided as informational context. Allocation context is based on the most recent position data. This includes a position in Hugo Boss AG. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. This overview is based on available data and does not express a directional view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
Hugo Boss AG has current Downside Variance of 0.8446. 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) |
| = | 0.8446 | |
| 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
Hugo Boss AG is rated
below average in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
4.90 Maximum Drawdown per unit of Downside Variance. Hugo Boss AG carries a
4.90 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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