Investment Downside Variance
| ORES Stock | | | SEK 146.20 3.40 2.38% |
Observed values used to calculate the Downside Variance technical indicator for Investment AB Oresund. Indicator inputs depend on available historical price observations.
Investment AB Oresund has current Downside Variance of 1.89. 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) |
| = | 1.89 | |
| 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
Investment AB Oresund maintains a
fourth standing in downside variance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
3.94 of Maximum Drawdown per Downside Variance. For Investment AB Oresund, Maximum Drawdown stands at
3.94 times Downside Variance
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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