Accel Entertainment Downside Variance
| ACEL Stock | | | USD 11.37 -1.10 -8.82% |
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 Accel Entertainment's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
At 7.65, Accel Entertainment's Downside Variance indicates elevated price variability. This places Accel Entertainment toward the higher end of the volatility range for Stock.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 7.65 | |
| 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 8.52 for Downside Variance, with Accel Entertainment at 7.65 falling below that level. Readings span 1.01 (ODP Corp) to 27.84 (Aeva Technologies Common). Accel Entertainment has exhibited less 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 Accel Entertainment 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.
The Maximum Drawdown-to-Downside Variance ratio for Accel Entertainment sits near
3.22 , with Downside Variance at
7.65 and Maximum Drawdown at
24.64 . This indicates Maximum Drawdown is significantly higher than Downside Variance for Accel Entertainment.
Methodology, Assumptions & Data Sources
Accel Entertainment's Downside Variance currently stands at 7.65. This Downside Variance reading for Accel Entertainment results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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