Liechtensteinische Downside Deviation
| LLBN Stock | | | CHF 98.20 0.50 0.51% |
Reference data associated with the Downside Deviation technical indicator for Liechtensteinische Landesbank AG. Values may reflect normalized price or volume observations.
Liechtensteinische Landesbank AG has current Downside Deviation of 1.38. 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) |
| = | 1.38 | |
Liechtensteinische Downside Deviation Peers Comparison
Liechtensteinische Downside Deviation Relative To Other Indicators
Liechtensteinische Landesbank AG falls in the
third position for downside deviation across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
6.45 ratio of Maximum Drawdown to Downside Deviation. Liechtensteinische Landesbank AG's Maximum Drawdown exceeds Downside Deviation by a factor of
6.45 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.
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