CeriBell Downside Variance
| CBLL Stock | | | 20.17 0.02 0.1% |
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 CeriBell's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
The current Downside Variance of 5.62 places CeriBell at elevated price variability. This places CeriBell toward the higher end of the volatility range for Stock.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 5.62 | |
| 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
Relative to peers, CeriBell's Downside Variance is below the group average of 18.66. Peer readings range from 0.4835 (Enhabit) to 36.9 (Treace Medical Concepts), reflecting wide dispersion across the sector. CeriBell 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 CeriBell 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 CeriBell sits near
2.30 , with Downside Variance at
5.62 and Maximum Drawdown at
12.91 . This indicates Maximum Drawdown is significantly higher than Downside Variance for CeriBell.
Methodology, Assumptions & Data Sources
CeriBell has a current Downside Variance reading of 5.62. Downside Variance for CeriBell is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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