| RWAYL Stock | | | USD 25.01 0.01 0.04% |
MSCI ACWI downside-variance technical analysis lookup allows you to check this and other technical indicators for MSCI ACWI exAUCONSUMER 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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MSCI ACWI exAUCONSUMER has current Downside Variance of 0.0398. 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) |
| = | 0.0398 | |
| 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 |
MSCI ACWI Downside Variance Peers Comparison
MSCI Downside Variance Relative To Other Indicators
MSCI ACWI exAUCONSUMER is rated
below average in downside variance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
30.20 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for MSCI ACWI exAUCONSUMER is roughly
30.20 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.
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