Pulse Seismic Downside Variance
| PSD Stock | | | CAD 4.65 -0.47 -9.18% |
Pulse Seismic downside variance lookup summarizes this and related technical indicators for Pulse Seismic. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Pulse Seismic has a market cap of 235.82 M, operating margin of 38.94%, ROE of 129.84%. Use
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Pulse Seismic has current Downside Variance of 5.6. 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) |
| = | 5.6 | |
| 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 |
Pulse Seismic Downside Variance Peers Comparison
Pulse Downside Variance Relative To Other Indicators
Pulse Seismic is rated
below average in downside variance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
1.41 in Maximum Drawdown for each unit of Downside Variance. The spread between Maximum Drawdown and Downside Variance for Pulse Seismic sits at
1.41 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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