LOral SA Downside Variance
| LRLCF Stock | | | USD 388.09 -7.75 -1.96% |
This dataset for LOral SA reflects inputs used in the Downside Variance calculation. Data availability for the calculation period determines indicator completeness. LOral SA has a market cap of 221.01 B, operating margin of 19.49%, ROE of 19.65%.
Correlation Analysis can help frame allocation decisions. A position in LOral SA appears within the mix. The allocation reflects this within the position set. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
LOral SA 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
LOral SA 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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