Ford Motor Downside Variance

Ford Motor Company -- USA Stock  

USD 12.1  0.06  0.5%

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Ford Motor Company has current Downside Variance of 0.9404. 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.
Ford Motor 
Downside Variance 
 = 
SUM(RET DEV)2 
N(ER) 
 = 
0.9404
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

Downside Variance Comparison

Ford Motor Company is rated # 4 in downside variance category among related companies. It is rated # 4 in maximum drawdown category among related companies reporting about  4.43  of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Ford Motor Company is roughly  4.43 
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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Ford Motor Company, together with its subsidiaries, designs, manufactures, markets, finances, and services automobiles. more
NameFord Motor Company
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00037996.0
ISINUS3453708600
CUSIP345370860
CurrencyUSD - US Dollar