Daikin Industries Downside Variance

    Daikin Industries Ltd has current Downside Variance of 0.8151. 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.
    Daikin Industries 
    Downside Variance 
    SUM(RET DEV)2 
    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

    Downside Variance Comparison

    Daikin Industries Ltd is rated # 3 in downside variance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  3.87  of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Daikin Industries Ltd is roughly  3.87 
    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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