Jayud Global Downside Variance
| JYD Stock | | | 4.79 0.25 5.51% |
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 Jayud Global's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
Jayud Global's Downside Variance of 12.87 reflects elevated price variability. This places Jayud Global toward the higher end of the volatility range for Stock.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 12.87 | |
| 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
Jayud Global's Downside Variance of 12.87 falls below the 36.11 peer average. Values range from 8.76 (PS International Group) to 65.72 (Lakeside Holding Limited), with wide dispersion across the group. Jayud Global 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 Jayud Global 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.
With Downside Variance at
12.87 and Maximum Drawdown at
33.33 , Jayud Global shows a
2.59 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Downside Variance for Jayud Global.
Methodology, Assumptions & Data Sources
The current Downside Variance for Jayud Global is 12.87. The Downside Variance for Jayud Global 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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