Brunswick Downside Variance
| BC Stock | | | USD 81.71 0.94 1.16% |
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 Brunswick's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
Brunswick carries a Downside Variance of 0, consistent with low price variability. This places Brunswick at the lower end of the volatility range for Leisure Products.
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 Brunswick 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 Brunswick to PeersMethodology, Assumptions & Data Sources
Brunswick's Downside Variance currently stands at 0. The Downside Variance for Brunswick applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Brunswick operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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