Orica Downside Deviation
| OCLDY Pink Sheet | | | USD 12.71 -0.58 -4.36% |
Historical market data for Orica Ltd ADR forms the basis of the Downside Deviation indicator shown here. Coverage may vary depending on data availability and normalization methods. Orica has a market cap of 4.9 B, operating margin of 7.45%, current ratio of 1.33. For allocation context, review
Your Equity Center. Orica Ltd ADR can be evaluated within a portfolio framework for weight and risk impact. This information is provided for contextual purposes. Broader economic conditions can influence Orica Ltd ADR's company valuation — related indicators include
signals in discontinued.
Orica Ltd ADR has current Downside Deviation of 0. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 0 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
Orica Ltd ADR is rated
below average in downside deviation among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
It is the square root of 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 most private investors.
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