Arcosa Downside Variance
| ACA Stock | | | USD 131.39 0.14 0.11% |
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. Below is Arcosa's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
At 10.06, Arcosa's Downside Variance indicates elevated price variability. This places Arcosa toward the higher end of the volatility range for Stock.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 10.06 | |
| 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 Peers Comparison
The peer group averages 6.1 for Downside Variance, with Arcosa at 10.06 falling above that level. Readings span 2.08 (MSC Industrial Direct) to 11.12 (Powell Industries). Arcosa has exhibited greater price dispersion than the peer average over the measured period.
Downside Variance Relative To Other Indicators
The chart below plots Downside Variance against Maximum Drawdown for Arcosa and its peers. Each point represents one equity — position along the horizontal axis shows Downside Variance 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.
Arcosa's Maximum Drawdown of
18.94 runs about
1.88 times its Downside Variance of
10.06 . This indicates Maximum Drawdown moderately exceeds Downside Variance for Arcosa.
Methodology, Assumptions & Data Sources
Arcosa has a current Downside Variance reading of 10.06. The Downside Variance for Arcosa applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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