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FNMFO FNMFO JAPAF 096770 Sport Products Munis Alcohol 
Benchmark  United States  NYSE  10,986   52.751 Index Moved Down -0.48%  


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Daikin Downside Variance

   
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.
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DKILY
Daikin Industries Ltd
USA OTC Stock
Traded on OTC Market
 
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Risk Adjusted Performance0.1535
Market Risk Adjusted Performance0.5268
Mean Deviation0.8213
Semi Deviation0.0
Downside Deviation0.0
Coefficient Of Variation346.77
Standard Deviation1.34
Variance1.8
Information Ratio0.2757
Jensen Alpha0.3721
Total Risk Alpha0.3588
Treynor Ratio0.5168
Maximum Drawdown7.46
Value At Risk(0.59)
Potential Upside2.03
Downside Variance0.0
Semi Variance0.0
Expected Short fall0.0
Skewness1.06
Kurtosis5.6


 
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