Edgewell Personal Downside Variance
| EPC Stock | | | USD 18.63 -1.29 -6.48% |
This technical indicator view for Downside Variance organizes signals for Edgewell Personal Care and comparable instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Edgewell Personal has a market cap of 963.3 M, operating margin of 1.94%, ROE of 0.42%. See
Investing Opportunities for portfolio-level analysis. This suggests a position in Edgewell Personal Care across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Edgewell Personal Care has current Downside Variance of 4.24. 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) |
| = | 4.24 | |
| 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 |
Edgewell Personal Downside Variance Peers Comparison
Edgewell Downside Variance Relative To Other Indicators
Edgewell Personal Care currently holds the
# 3 position in downside variance category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
2.41 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Edgewell Personal Care is roughly
2.41 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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