DBS Group Downside Variance
| DBSDY Pink Sheet | | | USD 186.07 -0.41 -0.22% |
The Downside Variance profile for DBS Group below includes current and historical values with sector peer benchmarks. Updates incorporate the latest end-of-day price and volume observations into the calculation. For DBS Group,
DBS Group Volatility and
DBS Group Price History supply complementary context.
Current Downside Variance Value
At 1.01, DBS Group exhibits moderate price variability in Downside Variance. This places DBS Group within the typical volatility range for Pink Sheet.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 1.01 | |
| 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
DBS Group falls below the 16.56 peer average for Downside Variance. Mizuho Financial Group leads at 31.08 while Intesa Sanpaolo SpA registers the lowest at 7.64. DBS Group 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 DBS Group 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.
DBS Group's Maximum Drawdown of
6.85 runs about
6.79 times its Downside Variance of
1.01 . This indicates Maximum Drawdown substantially exceeds Downside Variance for DBS Group.
Methodology, Assumptions & Data Sources
The current Downside Variance for DBS Group is 1.01. The Downside Variance for DBS Group is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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