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FNMFO FNMFO KDDIF 096770 Services Plastics Office Supplies 
Benchmark  United States  NYSE  10,402   42.535 Index Moved Up 0.41%  


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Daikin Downside Variance

 
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Daikin Industries Ltd has current Downside Variance of 2.77. 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)

 = 
2.77
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 # 2 in downside variance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  2.47  of Maximum Drawdown per Downside Variance.
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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Technical Analysis library and functions are provided by TA-LIB library. For more information please visit ta-lib.org
Risk Adjusted Performance0.1208
Market Risk Adjusted Performance0.7982
Mean Deviation1.33
Semi Deviation1.24
Downside Deviation1.66
Coefficient Of Variation650.67
Standard Deviation1.81
Variance3.27
Information Ratio0.1569
Jensen Alpha0.2734
Total Risk Alpha0.3062
Sortino Ratio0.1705
Treynor Ratio0.7882
Maximum Drawdown6.83
Value At Risk(2.66)
Potential Upside3.32
Downside Variance2.77
Semi Variance1.55
Expected Short fall(1.49)
Skewness0.3127
Kurtosis0.2663