Waystream Holding Downside Variance
| WAYS Stock | | | SEK 39.40 -0.30 -0.76% |
The Downside Variance lookup presents technical context for Waystream Holding AB and related instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Waystream Holding has a market cap of 674.34 M, operating margin of 17.71%, ROE of 28.93%.
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Waystream Holding AB has current Downside Variance of 3.68. 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) |
| = | 3.68 | |
| 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 |
Waystream Holding Downside Variance Peers Comparison
Waystream Downside Variance Relative To Other Indicators
Waystream Holding AB is rated
below average in downside variance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
3.54 of Maximum Drawdown per Downside Variance. For Waystream Holding AB, Maximum Drawdown stands at
3.54 times Downside Variance
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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