| AMZ Stock | | | EUR 196.54 5.48 2.87% |
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Amazon Inc has current Downside Deviation of 1.68. 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) |
| = | 1.68 | |
Amazon Downside Deviation Peers Comparison
Amazon Downside Deviation Relative To Other Indicators
Amazon Inc is rated
second in downside deviation category among its peers. It is currently under evaluation in total risk alpha category among its peers reporting about
0.02 of Total Risk Alpha per Downside Deviation. The ratio of Downside Deviation to Total Risk Alpha for Amazon Inc is roughly
43.11 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.
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