Holcim Maximum Drawdown
| HCMLF Stock | | | USD 78.60 -1.40 -1.75% |
The Maximum Drawdown reading for Holcim is computed from historical trading observations. Values reflect historical observations within the available dataset. Holcim has a market cap of 37.07 B, operating margin of 14.62%, ROE of 9.73%.
Risk vs Return Analysis adds portfolio-level perspective. The portfolio structure is presented for analytical context. The view is constructed from recorded portfolio positions. This includes a position in Holcim. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. This information is provided for contextual purposes. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in state.
Holcim has current Maximum Drawdown of 11.6. Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 11.6 | |
| MAX | = | Maximum notation for the range of returns on Holcim |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Holcim is rated
below average in maximum drawdown across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
1.00 Maximum Drawdown per unit of Maximum Drawdown.
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
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