Canon Marketing Downside Deviation
| CNJ Stock | | | EUR 20.00 -0.20 -0.99% |
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. Below is Canon Marketing's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
The current Downside Deviation of 1.67 places Canon Marketing at moderate price variability. This places Canon Marketing within the typical volatility range for Commercial Services & Supplies.
Downside Deviation | = | SQRT(DV) |
| = | 1.67 | |
Downside Deviation Peers Comparison
Relative to peers, Canon Marketing's Downside Deviation is below the group average of 2.98. Peer readings range from 1.83 (Olympia Financial Group) to 4.14 (Hyster Yale Materials Handling), reflecting moderate dispersion across the sector. Canon Marketing has exhibited less price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Canon Marketing and its peers. Each point represents one equity — position along the horizontal axis shows Downside Deviation 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.
Canon Marketing records a Downside Deviation of
1.67 and a Maximum Drawdown of
7.38 , yielding roughly
4.41 units of Maximum Drawdown per Downside Deviation. This indicates Maximum Drawdown is significantly higher than Downside Deviation for Canon Marketing.
Methodology, Assumptions & Data Sources
The current Downside Deviation for Canon Marketing is 1.67. Canon Marketing's Downside Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Canon Marketing 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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