Evolva Holding Downside Variance
| EVE Stock | | | CHF 0.87 -0.10 -10.31% |
Evolva Holding downside variance lookup summarizes this and related technical indicators for Evolva Holding SA. Coverage depends on data availability and normalization;
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Evolva Holding SA has current Downside Variance of 30.53. 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) |
| = | 30.53 | |
| 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 |
Evolva Holding Downside Variance Peers Comparison
Evolva Downside Variance Relative To Other Indicators
Evolva Holding SA 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
0.83 of Maximum Drawdown per Downside Variance. The ratio of Downside Variance to Maximum Drawdown for Evolva Holding SA is roughly
1.20 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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