Lifeist Wellness Downside Deviation
| LFST Stock | | | 0.04 -0.01 -11.11% |
The Downside Deviation signal for Lifeist Wellness reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Indicator reliability depends on the continuity of available trading data. The
Equity Screeners module supports multi-indicator technical analysis. Lifeist Wellness has a market cap of 1.52 M, operating margin of -13.36%, ROE of -133.35%. Allocation context is available in
Correlation Analysis. Portfolio composition is shown for contextual purposes. The summary draws on available position and value data. The allocation includes a position in Lifeist Wellness. The position falls within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in real.
Lifeist Wellness has current Downside Deviation of 15.48. 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) |
| = | 15.48 | |
Downside Deviation Relative To Other Indicators
Lifeist Wellness stands at number one for downside deviation across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
3.70 ratio of Maximum Drawdown to Downside Deviation. Lifeist Wellness's Maximum Drawdown exceeds Downside Deviation by a factor of
3.70 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 Lifeist Wellness to Peers
Other Technical Indicators