Simpson Manufacturing Maximum Drawdown vs. Expected Short fall
| SSD Stock | | | USD 167.02 -4.08 -2.38% |
This dataset for Simpson Manufacturing reflects inputs used in the this indicator calculation. Data coverage may vary across sources and reporting intervals. Simpson Manufacturing has a market cap of 6.92 B, operating margin of 13.58%, ROE of 18.0%. For allocation context, review
World Market Map. The holding in Simpson Manufacturing represents an allocation. Position allocation is driven by the portfolio construction model. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.
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Simpson Manufacturing has current Maximum Drawdown of 8.83. Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 8.83 | |
| MAX | = | Maximum notation for the range of returns on Simpson Manufacturing |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Simpson Manufacturing is rated
below average for maximum drawdown relative to top peers. It is currently under evaluation for expected short fall relative to top peers .
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
Compare Simpson Manufacturing to Peers
Other Technical Indicators