Orizon Valorizao Downside Variance
| ORVR3 Stock | | | BRL 67.52 -0.08 -0.12% |
Technical inputs supporting the Downside Variance indicator for Orizon Valorizao de are shown here. Additional screening context is available through
Equity Screeners. Orizon Valorizao has a market cap of 2.98 B, operating margin of 16.19%, current ratio of 2.24. See
Your Equity Center for portfolio-level analysis. Adding Orizon Valorizao de to a portfolio enables side-by-side comparison with other holdings. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Orizon Valorizao de's company valuation — related indicators include
signals in nation.
Orizon Valorizao de 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
Orizon Valorizao de is rated
below average in downside variance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
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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