KB Financial Downside Deviation
| KB Stock | | | USD 102.67 0.09 0.09% |
Observed values used in the Downside Deviation indicator for KB Financial Group are included in this dataset. Comparable indicator datasets are structured within
Equity Screeners. KB Financial has a market cap of 36.17 B, operating margin of 50.02%. Review
Correlation Analysis for a broader allocation view. KB Financial Group can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence KB Financial Group's company valuation — related indicators include
signals in bureau of labor statistics.
KB Financial Group has current Downside Deviation of 2.31. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 2.31 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
KB Financial Group is rated
second in downside deviation among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
5.81 of Maximum Drawdown per Downside Deviation. At
5.81 , KB Financial Group's Maximum Drawdown-to-Downside Deviation multiple reflects the spread between these metrics
It is the square root of 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 most private investors.
Compare KB Financial to Peers
Other Technical Indicators