Brompton Split Downside Variance
| SBC Stock | | | CAD 10.62 -0.18 -1.67% |
Observed values used in the Downside Variance indicator for Brompton Split Banc are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Brompton Split has a market cap of 350.33 M, operating margin of 96.42%, ROE of 51.41%. Allocation context is available in
World Market Map. Portfolio composition is shown for contextual purposes. A position in Brompton Split Banc is indicated here. This is part of the broader portfolio composition. Position allocation is driven by the portfolio construction model. The information is presented without directional commentary. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Brompton Split Banc has current Downside Variance of 2.85. 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) |
| = | 2.85 | |
| 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
Brompton Split Banc lands at
#4 in downside variance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
3.45 in Maximum Drawdown for each unit of Downside Variance. The spread between Maximum Drawdown and Downside Variance for Brompton Split Banc sits at
3.45 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.
Compare Brompton Split to Peers
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