BlackRock Utility Downside Variance
| BUI Stock | | | USD 25.79 -0.45 -1.71% |
The Downside Variance signal for BlackRock Utility Infrastructure 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. BlackRock Utility has a market cap of 643.47 M.
Trending Equities adds portfolio-level perspective. The portfolio structure is presented for analytical context. The view is constructed from recorded portfolio positions. The portfolio reflects a holding in BlackRock Utility Infrastructure. The position falls within the allocation view. The allocation approach determines the relative weighting of each position. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
BlackRock Utility Infrastructure has current Downside Variance of 3.44. 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) |
| = | 3.44 | |
| 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
BlackRock Utility Infrastructure claims the number one ranking for downside variance among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals recording roughly
3.06 in Maximum Drawdown for every unit of Downside Variance. Maximum Drawdown outpaces Downside Variance by
3.06 times for BlackRock Utility Infrastructure
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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