Valiant Holding Downside Variance
| VATN Stock | | | CHF 164.60 -1.60 -0.96% |
The Downside Variance lookup presents technical context for Valiant Holding AG and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Valiant Holding has a market cap of 2.18 B, operating margin of 33.92%, ROE of 5.75%.
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Valiant Holding AG has current Downside Variance of 1.56. 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) |
| = | 1.56 | |
| 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 |
Valiant Holding Downside Variance Peers Comparison
Valiant Downside Variance Relative To Other Indicators
Valiant Holding AG is evaluated as
fifth in downside variance category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
4.38 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Valiant Holding AG is roughly
4.38 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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