Schweizerische Nationalbank Downside Variance
| SWZNF Stock | | | USD 4,200 -97.00 -2.26% |
The Downside Variance profile for Schweizerische Nationalbank is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Schweizerische Nationalbank has a market cap of 529.11 M, operating margin of 100.25%, ROE of -114.44%. For allocation context, review
World Market Map. This suggests a position in Schweizerische Nationalbank. This appears in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Schweizerische Nationalbank 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 |
Downside Variance Peers Comparison
Downside Variance Relative To Other Indicators
Schweizerische Nationalbank is rated
below average in downside variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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