Hub Cyber Downside Variance
| HUBCZ Stock | | | 0.01 0.0035 43.21% |
Observed values used to calculate the Downside Variance technical indicator for Hub Cyber Security. Coverage may vary depending on data feeds and normalization methods.
Hub Cyber Security has current Downside Variance of 220.21. 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) |
| = | 220.21 | |
| 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
Hub Cyber Security is rated
third in downside variance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
0.54 of Maximum Drawdown per Downside Variance. At
1.85 , Hub Cyber Security's Downside Variance-to-Maximum Drawdown multiple reflects the spread between these metrics
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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