DynaCERT Downside Deviation
| DYA Stock | | | CAD 0.11 0.01 10.00% |
The Downside Deviation signal for DynaCERT reflects patterns observed in trading data. Indicator reliability depends on the continuity of available trading data. DynaCERT has a market cap of 55.91 M, operating margin of -10.19%, current ratio of 4.45. Review
Investing Opportunities for a broader allocation view. DynaCERT can be evaluated within a portfolio framework for weight and risk impact. All values are presented as reference data. Broader economic conditions can influence DynaCERT's company valuation — related indicators include
signals in inflation.
DynaCERT has current Downside Deviation of 7.37. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 7.37 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
DynaCERT lands at
#2 in downside deviation compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
3.78 in Maximum Drawdown for each unit of Downside Deviation. The spread between Maximum Drawdown and Downside Deviation for DynaCERT sits at
3.78 It is the square root of 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 most private investors.
Compare DynaCERT to Peers
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