Grupo Cementos Downside Variance

GCC Stock  MXN 186.48  2.34  1.24%   
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Grupo Cementos de has current Downside Variance of 3.43. 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)2

N(ER)

 = 
3.43
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

Grupo Cementos Downside Variance Peers Comparison

Grupo Downside Variance Relative To Other Indicators

Grupo Cementos de is rated # 2 in downside variance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  3.20  of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Grupo Cementos de is roughly  3.20 
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.
Compare Grupo Cementos to Peers

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