ORIX JREIT Downside Variance
| O2F Stock | | | EUR 545.00 5.00 0.93% |
Observed values used to calculate the Downside Variance technical indicator for ORIX JREIT INC. Certain instruments may report limited data depending on market coverage.
ORIX JREIT INC has current Downside Variance of 14.01. 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) |
| = | 14.01 | |
| 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
ORIX JREIT INC ranks
fourth among stocks in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
1.83 Maximum Drawdown per unit of Downside Variance. ORIX JREIT INC carries a
1.83 x Maximum Drawdown-to-Downside Variance ratio
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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