Energy Fuels Downside Variance
| EFR Stock | | | CAD 25.80 0.95 3.82% |
This dataset for Energy Fuels reflects inputs used in the Downside Variance calculation. Data availability for the calculation period determines indicator completeness. Energy Fuels has a market cap of 6 B, operating margin of -81.62%, current ratio of 4.26. Allocation context is available in
Investing Opportunities. Adding Energy Fuels to a portfolio enables side-by-side comparison with other holdings. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Energy Fuels's company valuation — related indicators include
signals in inflation.
Our
How to Trade Energy Fuels guide. The guide covers key considerations relevant to Energy Stock order placement. It provides context that complements the data on this page for Energy Fuels.
Energy Fuels has current Downside Variance of 33.26. 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) |
| = | 33.26 | |
| 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
Energy Fuels takes the leading position in downside variance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
0.86 in Maximum Drawdown for each unit of Downside Variance. The spread between Downside Variance and Maximum Drawdown for Energy Fuels sits at
1.17 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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