Ferrovial Downside Variance
| FER Stock | | | 70.42 0.39 0.56% |
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 Ferrovial's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
Ferrovial's Downside Variance of 2.95 reflects moderate price variability. This places Ferrovial within the typical volatility range for Construction & Engineering.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 2.95 | |
| 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
Ferrovial's Downside Variance of 2.95 falls below the 6.36 peer average. Values range from 2.56 (Ametek Inc) to 16.03 (Symbotic), with wide dispersion across the group. Ferrovial 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 Ferrovial 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.
Ferrovial's Downside Variance reads
2.95 while Maximum Drawdown reads
9.24 , a
3.13 ratio between the two. This indicates Maximum Drawdown is significantly higher than Downside Variance for Ferrovial.
Methodology, Assumptions & Data Sources
The current Downside Variance for Ferrovial is 2.95. The Downside Variance for Ferrovial applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Ferrovial operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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