Tamarack Valley Downside Variance
| TVE Stock | | | CAD 10.32 0.14 1.38% |
Tamarack Valley downside variance lookup summarizes this and related technical indicators for Tamarack Valley Energy. Coverage depends on data availability and normalization;
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Tamarack Valley Energy has current Downside Variance of 4.83. 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) |
| = | 4.83 | |
| 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 |
Tamarack Valley Downside Variance Peers Comparison
Tamarack Downside Variance Relative To Other Indicators
Tamarack Valley Energy 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 reporting about
2.17 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Tamarack Valley Energy is roughly
2.17 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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