Intel Downside Variance

Intel Corporation -- USA Stock  

USD 44.62  0.03  0.0672%

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Intel Corporation has current Downside Variance of 1.35. 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.
Intel 
Downside Variance 
 = 
SUM(RET DEV)2 
N(ER) 
 = 
1.35
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

Intel Corporation is rated second overall in downside variance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  7.13  of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Intel Corporation is roughly  7.13 
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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Intel Corporationration designs, manufactures, and sells integrated digital technology platforms worldwide. more
NameIntel Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNASDAQ
CIK Number00050863.0
ISINUS4581401001
CUSIP458140100
Related EntityINCO
CurrencyUSD - US Dollar