Primaris Real Downside Variance
| PMREF Stock | | | USD 12.15 -0.29 -2.33% |
The Downside Variance profile for Primaris Real Estate is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Primaris Real has a market cap of 1.15 B, operating margin of 48.35%, current ratio of 0.07. Portfolio-level context is available through
Your Equity Center. Portfolio tools allow users to monitor Primaris Real Estate alongside other positions. Portfolio views show how individual holdings contribute to aggregate returns. Broader economic conditions can influence Primaris Real Estate's company valuation — related indicators include
signals in median.
Primaris Real Estate has current Downside Variance of 974.12. 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) |
| = | 974.12 | |
| 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
Primaris Real Estate holds the top spot in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
0.42 Maximum Drawdown per unit of Downside Variance. Primaris Real Estate carries a
2.36 x Downside Variance-to-Maximum Drawdown ratio
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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