Kudelski Downside Variance
| KUD Stock | | | CHF 1.37 0.02 1.48% |
The Downside Variance calculation for Kudelski draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. Kudelski has a market cap of 133.55 M, operating margin of -1.56%, ROE of -12.88%. See
Correlation Analysis for portfolio-level analysis. Allocation data is presented for contextual reference. Portfolio metrics are derived from available position data. The information is presented without directional commentary. This captures an allocation to Kudelski. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Kudelski has current Downside Variance of 8.98. 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) |
| = | 8.98 | |
| 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
Kudelski stands at number one for downside variance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
1.23 ratio of Maximum Drawdown to Downside Variance. Kudelski's Maximum Drawdown exceeds Downside Variance by a factor of
1.23 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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