Rottneros Downside Variance
| RROS Stock | | | SEK 2.38 -0.01 -0.42% |
The Downside Variance lookup presents technical context for Rottneros AB and related instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Rottneros has a market cap of 2.19 B, operating margin of 16.98%, ROE of 29.87%.
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Rottneros AB 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 |
Rottneros Downside Variance Peers Comparison
Rottneros Downside Variance Relative To Other Indicators
Rottneros AB 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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