DATA Communications Downside Variance
| DCMDF Stock | | | USD 1.20 -0.05 -4.00% |
Technical inputs supporting the Downside Variance indicator for DATA Communications Management are shown here. Cross-instrument Downside Variance comparisons are available via
Equity Screeners. DATA Communications has a market cap of 44.94 M, operating margin of 7.83%, ROE of 52.53%. Allocation context is available in
Investing Opportunities. The allocation includes a position in DATA Communications Management. The weighting is determined by the allocation framework in use. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as various price indices.
DATA Communications Management has current Downside Variance of 12.56. 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) |
| = | 12.56 | |
| 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
DATA Communications Management ranks
second among otc stocks in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
1.07 Maximum Drawdown per unit of Downside Variance. DATA Communications Management carries a
1.07 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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