Smurfit WestRock Downside Deviation
| SW Stock | | | 39.71 -2.49 -5.90% |
The Downside Deviation lookup presents technical context for Smurfit WestRock plc and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Smurfit WestRock has a market cap of 22.12 B, operating margin of 6.17%, ROE of 3.91%.
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Smurfit WestRock plc has current Downside Deviation of 2.3. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 2.3 | |
Smurfit WestRock Downside Deviation Peers Comparison
Smurfit Downside Deviation Relative To Other Indicators
Smurfit WestRock plc stands at number one for downside deviation across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
6.48 ratio of Maximum Drawdown to Downside Deviation. Smurfit WestRock plc's Maximum Drawdown exceeds Downside Deviation by a factor of
6.48 It is the square root of 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 most private investors.
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