Processing
Processing. Please wait...

Daikin Downside Variance

130.75  0.00  0.00%
    
  
SummaryPerformance
Technicals
Recomendation
   Cycles
   Operators
   Shifting
   Momentum
   Patterns
   Depth
   Overlaps
   Volume
Daikin Industries Ltd has current Downside Variance of 0.0. 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 
Downside Variance 
 = 
SUM(RET DEV)2 
N(ER) 
 = 
0.0
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

Daikin Industries Ltd is rated below average in downside variance category among related companies. It is currently under evaluation in maximum drawdown category among related companies .
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 Daikin to competition
SymbolDKILY
NameDaikin Industries Ltd
InstrumentUSA OTC Stock
Risk-adjusted AdviceStrong Hold Fairly Valued
ExchangeOTC Market
DescriptionDaikin Industries Ltd. engages in the manufacture and sale of air conditioning systems and chemical products. more
Follow Daikin Downside Variance with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker

All Daikin Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance(0.27)
Market Risk Adjusted Performance(0.54)
Mean Deviation0.9152
Coefficient Of Variation(280.12)
Standard Deviation1.27
Variance1.61
Information Ratio(0.38)
Jensen Alpha(0.48)
Total Risk Alpha(0.50)
Treynor Ratio(0.55)
Maximum Drawdown5.75
Value At Risk(2.83)
Potential Upside1.4
Skewness0.1732
Kurtosis1.3