Full House Downside Variance
| FLL Stock | | | USD 2.97 0.41 16.02% |
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 Full House's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
A Downside Variance of 14.2 for Full House signals elevated price variability. This places Full House toward the higher end of the volatility range for Hotels, Restaurants & Leisure.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 14.2 | |
| 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
The peer group averages 12.86 for Downside Variance, with Full House at 14.2 falling above that level. Readings span 2.17 (Canterbury Park Holding) to 24.26 (TH International Limited). Full House has exhibited greater 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 Full House 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.
The Maximum Drawdown-to-Downside Variance ratio for Full House sits near
1.87 , with Downside Variance at
14.20 and Maximum Drawdown at
26.61 . This indicates Maximum Drawdown moderately exceeds Downside Variance for Full House.
Methodology, Assumptions & Data Sources
Full House's Downside Variance currently stands at 14.2. The Downside Variance for Full House is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Full House operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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