Sekur Private Downside Deviation
| SWISF Stock | | | USD 0.04 0.0025 6.17% |
Historical market data for Sekur Private Data forms the basis of the Downside Deviation indicator shown here. The calculation draws on time-series market data across available periods. Sekur Private has a market cap of 5.22 M, operating margin of -21.17%, ROE of -86.11%.
World Market Map adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. All content is derived from available inputs and carries no advisory implication. The holding in Sekur Private Data represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in population.
Sekur Private Data has current Downside Deviation of 9.86. 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) |
| = | 9.86 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
Sekur Private Data ranks
third among otc stocks in downside deviation across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
4.61 Maximum Drawdown per unit of Downside Deviation. Sekur Private Data carries a
4.61 x Maximum Drawdown-to-Downside Deviation ratio
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.
Compare Sekur Private to Peers
Other Technical Indicators