Royal Bank Downside Deviation
| RY Stock | | | CAD 218.50 -1.75 -0.79% |
Observed values used in the Downside Deviation indicator for Royal Bank of are included in this dataset. The information is based on observed market data across timeframes. Royal Bank has a market cap of 307.6 B, operating margin of 46.19%, ROE of 15.4%. Portfolio-level context is available through
Your Equity Center. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. This captures an allocation to Royal Bank of. This is part of the broader portfolio composition. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in real.
Royal Bank of has current Downside Deviation of 0. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 0 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
Royal Bank of is rated
below average in downside deviation compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
It is the square root of 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 most private investors.
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