General Dynamics Downside Variance
| GD Stock | | | USD 345.78 -3.85 -1.10% |
The Downside Variance calculation for General Dynamics draws on price and volume history. Data availability for the calculation period determines indicator completeness. General Dynamics has a market cap of 93.5 B, operating margin of 10.14%, ROE of 17.66%. See
Risk vs Return Analysis for additional portfolio context. The allocation includes a position in General Dynamics. It is distributed 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 median.
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General Dynamics has current Downside Variance of 2.55. 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) |
| = | 2.55 | |
| 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
General Dynamics is rated
below average for downside variance relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Downside Variance ratio near
3.03 . The Maximum Drawdown to Downside Variance ratio for General Dynamics comes in at
3.03 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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