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FNMFO FNMFO KDDIF 096770 Investing Books Railroads 
Benchmark  United States  NYSE  10,582   17.131 Index Moved Down -0.16%  


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Daikin Downside Variance

 
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Daikin Industries Ltd has current Downside Variance of 1.97. 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)

 = 
1.97
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 one of the top stocks in downside variance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  3.47  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 Performance0.2885
Market Risk Adjusted Performance0.8184
Mean Deviation1.27
Semi Deviation0.5893
Downside Deviation1.4
Coefficient Of Variation257.48
Standard Deviation1.63
Variance2.65
Information Ratio0.3207
Jensen Alpha0.5452
Total Risk Alpha0.3984
Sortino Ratio0.3719
Treynor Ratio0.8084
Maximum Drawdown6.83
Value At Risk(1.52)
Potential Upside3.32
Downside Variance1.97
Semi Variance0.3473
Expected Short fall(1.59)
Skewness0.2822
Kurtosis0.1138