Mativ Holdings Downside Variance
| MATV Stock | | | USD 8.20 -0.11 -1.32% |
The Downside Variance calculation for Mativ Holdings draws on price and volume history. Each data point is derived from standardized price and volume feeds. Mativ Holdings has a market cap of 449.17 M, operating margin of 2.85%, ROE of -49.72%. Portfolio-level context is available through
Correlation Analysis. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. The information is analytical in nature and is not intended as a specific recommendation. This captures an allocation to Mativ Holdings. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. All values are presented as reference data. 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.
The
How to Trade Mativ Stock guide covers approaches for trading Mativ Holdings effectively.
Mativ Holdings 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
Mativ Holdings is rated
below average for downside variance across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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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