| 293580 Stock | | | KRW 1,175 271.00 29.98% |
NAU IB downside-deviation technical analysis lookup allows you to check this and other technical indicators for NAU IB Capital or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
Equity Screeners to view more equity screening tools
NAU IB Capital has current Downside Deviation of 1.99. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 1.99 | |
NAU IB Downside Deviation Peers Comparison
NAU Downside Deviation Relative To Other Indicators
NAU IB Capital is rated
fourth in downside deviation category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
10.53 of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for NAU IB Capital is roughly
10.53 It is the square root of 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 most private investors.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.