Swiss Life Downside Variance
| SWSDF Stock | | | USD 1,082 0.00 0.00% |
Swiss Life downside variance lookup summarizes this and related technical indicators for Swiss Life Holding. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Swiss Life has market cap of 17.75 B, P/E of 14.01, operating margin of 7.29%. Use
World Market Map to explore allocation context. This includes a position in Swiss Life Holding across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
Swiss Life Holding has current Downside Variance of 0. 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) |
| = | 0 | |
| 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 |
Swiss Life Downside Variance Peers Comparison
Swiss Downside Variance Relative To Other Indicators
Swiss Life Holding is rated
below average. in downside variance category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.