Real Estate Downside Variance
| RS Stock | | | CAD 9.47 -0.03 -0.32% |
The Downside Variance calculation for Real Estate draws on price and volume history. Data availability for the calculation period determines indicator completeness. Real Estate has a market cap of 111.86 M. See
Your Equity Center for additional portfolio context. Portfolio tools allow users to monitor Real Estate E Commerce alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence Real Estate E Commerce's company valuation — related indicators include
signals in population.
Real Estate E Commerce has current Downside Variance of 1.18. 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) |
| = | 1.18 | |
| 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
Real Estate E Commerce is rated
below average in downside variance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
4.88 in Maximum Drawdown for each unit of Downside Variance. The spread between Maximum Drawdown and Downside Variance for Real Estate E Commerce sits at
4.88 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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