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CGUIY FNMFO FNMFO JAPAF 
Benchmark  United States  NYSE  11,063   19.303 Index Moved Down -0.17%  


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Daikin Downside Variance 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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SymbolDKILY
NameDaikin Industries Ltd
InstrumentUSA OTC Stock
CurrencyUSD - US Dollar
ExchangeOTC Market
 
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Risk Adjusted Performance(0.23)
Market Risk Adjusted Performance(11.32)
Mean Deviation1.05
Coefficient Of Variation(310.36)
Standard Deviation1.27
Variance1.61
Information Ratio(0.48)
Jensen Alpha(0.43)
Total Risk Alpha(0.74)
Treynor Ratio(11.33)
Maximum Drawdown3.43
Value At Risk(2.63)
Potential Upside1.38
Skewness(0.47)
Kurtosis(0.51)


 

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