Cembra Money Downside Variance
| CMBN Stock | | | CHF 97.15 -1.05 -1.07% |
The Downside Variance lookup presents technical context for Cembra Money Bank and related instruments. Availability can vary by instrument;
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Cembra Money Bank has current Downside Variance of 3.11. 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) |
| = | 3.11 | |
| 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 |
Cembra Money Downside Variance Peers Comparison
Cembra Downside Variance Relative To Other Indicators
Cembra Money Bank stands at number one for downside variance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
3.58 ratio of Maximum Drawdown to Downside Variance. Cembra Money Bank's Maximum Drawdown exceeds Downside Variance by a factor of
3.58 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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