Rolling Optics Downside Variance
| RO Stock | | | SEK 0.23 -0.02 -8.00% |
Rolling Optics downside variance lookup summarizes this and related technical indicators for Rolling Optics Holding. Availability can vary by instrument;
Equity Screeners offers additional screening access. Rolling Optics has a market cap of 204.43 M, operating margin of -70.76%, ROE of -16.66%.
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Rolling Optics Holding has current Downside Variance of 155.68. 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) |
| = | 155.68 | |
| 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 |
Rolling Optics Downside Variance Peers Comparison
Rolling Downside Variance Relative To Other Indicators
Rolling Optics Holding earns the top ranking in downside variance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
0.35 of Maximum Drawdown per Downside Variance. For Rolling Optics Holding, Downside Variance stands at
2.85 times Maximum Drawdown
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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