Scandium Canada Downside Variance
| SCDCF Stock | | | 0.14 -0.01 -6.67% |
Scandium Canada downside variance lookup summarizes this and related technical indicators for Scandium Canada. Some instruments may have limited coverage due to data differences;
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Scandium Canada has current Downside Variance of 87.19. 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) |
| = | 87.19 | |
| 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 |
Scandium Canada Downside Variance Peers Comparison
Scandium Downside Variance Relative To Other Indicators
Scandium Canada ranks
fourth among pink sheets in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
0.66 Maximum Drawdown per unit of Downside Variance. Scandium Canada carries a
1.52 x Downside Variance-to-Maximum Drawdown ratio
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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