CLARIVATE PLC Downside Variance
| CLVT Stock | | | USD 2.78 -0.01 -0.36% |
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 CLARIVATE PLC's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
CLARIVATE PLC carries a Downside Variance of 14.54, consistent with elevated price variability. This places CLARIVATE PLC toward the higher end of the volatility range for Research & Consulting Services.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 14.54 | |
| 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
Among sector peers, CLARIVATE PLC's Downside Variance of 14.54 is below the 20.06 group average. The range runs from 19.33 (Innodata) to 21.29 (BigBearai Holdings). CLARIVATE PLC 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 CLARIVATE PLC 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.
Comparing Downside Variance (
14.54 ) to Maximum Drawdown (
48.31 ) for CLARIVATE PLC yields a
3.32 multiple. This indicates Maximum Drawdown is significantly higher than Downside Variance for CLARIVATE PLC.
Methodology, Assumptions & Data Sources
CLARIVATE PLC's Downside Variance currently stands at 14.54. This Downside Variance reading for CLARIVATE PLC results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. CLARIVATE PLC operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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