Industrias Penoles Downside Variance
| IPOAF Stock | | | USD 45.14 1.80 4.15% |
This module presents the Downside Variance indicator for Industrias Penoles Sab using available market inputs. Coverage differences may occur across instruments and market segments. Industrias Penoles has a market cap of 5.45 B, operating margin of 8.79%, ROE of 4.37%. Review
Risk vs Return Analysis for a broader allocation view. The allocation shows a weighting toward Industrias Penoles Sab. Each holding is sized according to the methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Industrias Penoles Sab 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
Industrias Penoles Sab is rated
below average in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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