ECVC Downside Variance
| ECVC Stock | | | 0.28 -0.02 -6.67% |
The Downside Variance lookup presents technical context for ECVC and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Investing Opportunities provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. 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.
ECVC has current Downside Variance of 38.63. 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) |
| = | 38.63 | |
| 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 |
ECVC Downside Variance Peers Comparison
ECVC Downside Variance Relative To Other Indicators
ECVC is positioned as one of the top stocks in downside variance category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
0.88 of Maximum Drawdown per Downside Variance. The ratio of Downside Variance to Maximum Drawdown for ECVC is roughly
1.13 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.