Mitsui Company Downside Variance
| MITSY Stock | | | USD 762.01 -28.33 -3.58% |
Observed values used in the Downside Variance indicator for Mitsui Company are included in this dataset. The underlying data comes from exchange-reported trading records. Mitsui Company has a market cap of 47.55 B, operating margin of 4.81%, ROE of 19.87%. Review
Correlation Analysis for broader portfolio context. The portfolio view reflects current allocation structure. The allocation view reflects recorded position information. The information is analytical in nature and is not intended as a specific recommendation. A position in Mitsui Company is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. This summary reflects available observations without forecasting intent. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
Mitsui Company has current Downside Variance of 4.35. 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) |
| = | 4.35 | |
| 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
Mitsui Company is rated
fifth in downside variance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
2.85 of Maximum Drawdown per Downside Variance. At
2.85 , Mitsui Company's Maximum Drawdown-to-Downside Variance multiple reflects the spread between these metrics
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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