| ALK Stock | | | 130.00 5.00 4.00% |
Alkemy Capital downside-deviation technical analysis lookup allows you to check this and other technical indicators for Alkemy Capital Investments 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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Alkemy Capital Investments has current Downside Deviation of 5.43. 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) |
| = | 5.43 | |
Alkemy Capital Downside Deviation Peers Comparison
Alkemy Downside Deviation Relative To Other Indicators
Alkemy Capital Investments is rated
third in downside deviation category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
21.47 of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for Alkemy Capital Investments is roughly
21.47 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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