Mountain Lake Downside Variance
| MLAC Stock | | | USD 10.55 0.02 0.19% |
This module presents the Downside Variance indicator for Mountain Lake Acquisition using available market inputs. The underlying data comes from exchange-reported trading records. Mountain Lake has a market cap of 326.35 M, current ratio of 0.07. For allocation context, review
Correlation Analysis. Portfolio analysis tools can evaluate how Mountain Lake Acquisition fits within a broader allocation. All values are based on available data and provided as reference information. Broader economic conditions can influence Mountain Lake Acquisition's company valuation — related indicators include
signals in nation.
Mountain Lake Acquisition has current Downside Variance of 0.0224. 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) |
| = | 0.0224 | |
| 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
Mountain Lake Acquisition is rated
below average for downside variance relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Downside Variance ratio near
21.39 . The Maximum Drawdown to Downside Variance ratio for Mountain Lake Acquisition comes in at
21.39 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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