Aspen Insurance Downside Variance
| AHL Stock | | | USD 1.25 -0.01 -0.79% |
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 Aspen Insurance's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
Aspen Insurance carries a Downside Variance of 0, consistent with low price variability. This places Aspen Insurance at the lower end of the volatility range for Insurance - Property & Casualty.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0 | |
| 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
Downside Variance Relative To Other Indicators
The chart below plots Downside Variance against Maximum Drawdown for Aspen Insurance 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.
Compare Aspen Insurance to PeersMethodology, Assumptions & Data Sources
The current Downside Variance for Aspen Insurance is 0. The Downside Variance for Aspen Insurance 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. Aspen Insurance operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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