Tsingtao Brewery Downside Deviation

TSI Stock  EUR 5.98  0.08  1.32%   
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Tsingtao Brewery has current Downside Deviation of 3.94. 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)

 = 
3.94
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Tsingtao Brewery Downside Deviation Peers Comparison

Tsingtao Downside Deviation Relative To Other Indicators

Tsingtao Brewery is currently regarded as top stock in downside deviation category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  6.18  of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for Tsingtao Brewery is roughly  6.18 
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.
Compare Tsingtao Brewery to Peers

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