Pan American Downside Deviation
| PAAS Stock | | | CAD 82.66 -0.85 -1.02% |
This technical indicator view for Downside Deviation organizes signals for Pan American Silver and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Pan American has a market cap of 35.23 B, operating margin of 34.88%, ROE of 16.73%. See
Your Equity Center for portfolio-level analysis. This suggests a position in Pan American Silver inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Pan American Silver has current Downside Deviation of 4.12. 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) |
| = | 4.12 | |
Pan American Downside Deviation Peers Comparison
Pan Downside Deviation Relative To Other Indicators
Pan American Silver is rated
below average. in downside deviation category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
5.84 of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for Pan American Silver is roughly
5.84 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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