Embraer SA Downside Variance
| ERJDelisted Delisted Stock | | | USD 65.43 0.53 0.82% |
Downside Variance readings for Embraer SA ADR are presented with current values, historical context, and comparative peer data. Interpretation is strongest when the reading is compared to both historical and peer benchmarks.
Embraer SA Volatility together with
Embraer SA Price History extends the research frame for Embraer SA.
Current Downside Variance Value
The current Downside Variance of 0 places Embraer SA at low price variability. This places Embraer SA 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 Embraer SA 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.
Methodology, Assumptions & Data Sources
Embraer SA's Downside Variance currently stands at 0. Embraer SA's Downside Variance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.