Case Group Downside Variance
| CASE Stock | | | 22.40 1.00 4.67% |
The Downside Variance reading for Case Group AB is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Indicator reliability depends on the continuity of available trading data. Case Group has a market cap of 346.26 M, operating margin of 3.45%, ROE of -15.8%.
Trending Equities can help frame allocation decisions. The view reflects the current state of portfolio allocation. The view is constructed from recorded portfolio positions. The portfolio reflects a holding in Case Group AB. 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 inflation.
Case Group AB has current Downside Variance of 0. 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 | |
| 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
Case Group AB is rated
below average in downside variance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
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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