| 0R6V Stock | | | 13.96 0.04 0.29% |
Mobilezone Holding downside-variance technical analysis lookup allows you to check this and other technical indicators for mobilezone holding AG or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
Equity Screeners to view more equity screening tools
mobilezone holding AG has current Downside Variance of 0.5671. 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) |
| = | 0.5671 | |
| 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 |
Mobilezone Holding Downside Variance Peers Comparison
Mobilezone Downside Variance Relative To Other Indicators
mobilezone holding AG is rated
fifth in downside variance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
7.86 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for mobilezone holding AG is roughly
7.86 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.