| 1EL Stock | | | EUR 11.60 0.10 0.85% |
ELLINGTON FINL technical analysis lookup allows you to check this and other technical indicators for ELLINGTON FINL INC 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
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ELLINGTON FINL INC has current Downside Deviation of 1.22. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 1.22 | |
ELLINGTON FINL Downside Deviation Peers Comparison
ELLINGTON Downside Deviation Relative To Other Indicators
ELLINGTON FINL INC is rated
fifth in downside deviation category among its peers. It is rated
below average in standard deviation category among its peers creating about
0.75 of Standard Deviation per Downside Deviation. The ratio of Downside Deviation to Standard Deviation for ELLINGTON FINL INC is roughly
1.32 It is the square root of 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 most private investors.
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