Coty Downside Variance
| COTY Stock | | | USD 2.57 0.01 0.39% |
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 Coty's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
The Downside Variance of 0 for Coty indicates low price variability. This places Coty at the lower end of the volatility range for Stock.
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 Coty 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 Coty to PeersMethodology, Assumptions & Data Sources
Coty has a current Downside Variance reading of 0. Downside Variance for Coty is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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