Faraday Future Downside Variance
| FFAIW Stock | | | 0.01 0.0017 16.35% |
Historical market data for Faraday Future Intelligent forms the basis of the Downside Variance indicator shown here. Coverage may vary depending on data availability and normalization methods. Faraday Future has ROE of -8.16%. Use
Investing Opportunities to explore allocation context. The allocation summary reflects available position data. The holding in Faraday Future Intelligent represents an allocation. Position allocation is driven by the portfolio construction model. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.
Faraday Future Intelligent has current Downside Variance of 0. 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) |
| = | 0 | |
| 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
Faraday Future Intelligent is rated
below average for downside variance across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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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