Servotronics Downside Variance
| SVTDelisted Stock | | | USD 46.94 0.00 0.00% |
The Downside Variance lookup presents technical context for Servotronics and related instruments. Coverage depends on data availability and normalization;
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Servotronics has current Downside Variance of 3.19. 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) |
| = | 3.19 | |
| 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 |
Servotronics Downside Variance Peers Comparison
Servotronics Downside Variance Relative To Other Indicators
Servotronics maintains a
second standing in downside variance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
83.71 of Maximum Drawdown per Downside Variance. For Servotronics, Maximum Drawdown stands at
83.71 times Downside Variance
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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