| 301311 Stock | | | 19.43 0.71 3.53% |
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KSEC Intelligent Technology has current Downside Variance of 18.93. 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) |
| = | 18.93 | |
| 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 |
KSEC Intelligent Downside Variance Peers Comparison
KSEC Downside Variance Relative To Other Indicators
KSEC Intelligent Technology is number one stock in downside variance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
1.45 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for KSEC Intelligent Technology is roughly
1.45 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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