FUNR Downside Variance
| FUNR Stock | | | USD 0.0002 -0.0001 -33.33% |
This technical indicator view for Downside Variance organizes signals for FUNR and comparable instruments. Coverage varies by data normalization and availability; see
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Investing Opportunities to understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in FUNR within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
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FUNR has current Downside Variance of 1597.22. 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) |
| = | 1597.22 | |
| 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 |
FUNR Downside Variance Peers Comparison
FUNR Downside Variance Relative To Other Indicators
FUNR is positioned as one of the top pink sheets in downside variance category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
0.15 of Maximum Drawdown per Downside Variance. The ratio of Downside Variance to Maximum Drawdown for FUNR is roughly
6.85 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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