Daikin Industries Downside Variance 
144.45 0.00 0.00% 
Daikin Industries Ltd has current Downside Variance of 1.15. Downside Variance (or DV) is measured by target semivariance 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 is the probabilityweighted squared belowtarget returns. The squaring of the belowtarget returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decisionmaking under.
Daikin Industries 
 =  1.15 

Daikin Industries Ltd is rated # 4 in downside variance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 4.57 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Daikin Industries Ltd is roughly 4.57
Downside Variance  ...

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Symbol  DKILY 
Name  Daikin Industries Ltd 
Instrument  USA OTC Stock 
Exchange  OTC Market 
Riskadjusted Advice  Buy Fairly Valued 
Description  Daikin Industries Ltd. engages in the manufacture and sale of air conditioning systems and chemical products. more 
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All Daikin Industries 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  0.2178  
Market Risk Adjusted Performance  (2.16)  
Mean Deviation  0.9363  
Semi Deviation  0.5383  
Downside Deviation  1.07  
Coefficient Of Variation  354.05  
Standard Deviation  1.29  
Variance  1.67  
Information Ratio  0.309  
Jensen Alpha  0.3472  
Total Risk Alpha  0.4299  
Sortino Ratio  0.371  
Treynor Ratio  (2.17)  
Maximum Drawdown  5.28  
Value At Risk  (1.36)  
Potential Upside  2.35  
Downside Variance  1.15  
Semi Variance  0.2897  
Expected Short fall  (1.18)  
Skewness  0.7857  
Kurtosis  1.8 