| ASHU Index | | | 1,326 1,036 43.86% |
AMEX Advancing downside-deviation technical analysis lookup allows you to check this and other technical indicators for AMEX Advancing Stocks 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
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AMEX Advancing Stocks has current Downside Deviation of 43.47. 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) |
| = | 43.47 | |
AMEX Advancing Downside Deviation Peers Comparison
AMEX Downside Deviation Relative To Other Indicators
AMEX Advancing Stocks cannot be rated in Downside Deviation category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
11.01 of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for AMEX Advancing Stocks is roughly
11.01 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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