Star Fashion Downside Variance
| STFS Stock | | | 3.86 -0.17 -4.22% |
The Downside Variance indicator for Star Fashion is constructed from normalized market data. Values reflect historical observations within the available dataset. Star Fashion has a market cap of 4.81 M, operating margin of -2.35%.
World Market Map adds portfolio-level perspective. Tracking Star Fashion Culture in a portfolio provides context for performance attribution. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Star Fashion Culture's company valuation — related indicators include
signals in price.
Star Fashion Culture has current Downside Variance of 46.56. 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) |
| = | 46.56 | |
| 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
Star Fashion Culture maintains a
third standing in downside variance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
0.95 of Maximum Drawdown per Downside Variance. For Star Fashion Culture, Downside Variance stands at
1.05 times Maximum Drawdown
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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