Oriental Land Downside Variance
| OLCLF Stock | | | USD 17.31 -0.13 -0.75% |
The Downside Variance signal for Oriental Land Co reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Oriental Land has a market cap of 54.28 B, operating margin of 21.74%, ROE of 8.92%. Review
Your Equity Center for broader portfolio context. The overview captures current portfolio composition. The allocation includes a position in Oriental Land Co. It is distributed across the allocation. The weighting is determined by the allocation framework in use. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in state.
Oriental Land Co 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
Oriental Land Co is rated
below average in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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