Land Securities Downside Variance
| LSGOF Stock | | | USD 8.94 0.00 0.00% |
The Downside Variance indicator for Land Securities is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. Land Securities has a market cap of 6.59 B, operating margin of 51.98%, ROE of 5.42%. Allocation context is available in
Correlation Analysis. The portfolio view reflects current allocation structure. This reflects a position in Land Securities Group. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. Reported data is organized for reference and does not imply a course of action. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Land Securities Group 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
Land Securities Group 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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