Chang Hwa Downside Deviation
| 2801 Stock | | | TWD 20.90 -0.05 -0.24% |
This reference presents Downside Deviation data for Chang Hwa Commercial, including the current value, historical trend, and peer comparisons. Evaluating the reading against sector peers and recent history provides the strongest context. The pairing of
Chang Hwa Volatility and
Chang Hwa Price History broadens the analytical view on Chang Hwa.
Current Downside Deviation Value
At 1.28, Chang Hwa exhibits moderate price variability in Downside Deviation. This places Chang Hwa within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 1.28 | |
Downside Deviation Peers Comparison
Chang Hwa's Downside Deviation of 1.28 falls below the 1.58 peer average. Values range from 0.9963 (Shanghai Commercial Savings) to 2.42 (China Development Financial), with moderate dispersion across the group. Chang Hwa has exhibited less price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Chang Hwa and its peers. Each point represents one equity — position along the horizontal axis shows Downside Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Chang Hwa produces
5.92 in Maximum Drawdown for each unit of Downside Deviation, with respective readings of
7.58 and
1.28 . This indicates Maximum Drawdown substantially exceeds Downside Deviation for Chang Hwa.
Methodology, Assumptions & Data Sources
Chang Hwa's Downside Deviation currently stands at 1.28. Downside Deviation for Chang Hwa is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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