Mustang Bio Downside Variance
| MBIO Stock | | | USD 0.70 -0.03 -4.11% |
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 Mustang Bio's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
The current Downside Variance of 11.38 places Mustang Bio at elevated price variability. This places Mustang Bio toward the higher end of the volatility range for Biotechnology.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 11.38 | |
| 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
Relative to peers, Mustang Bio's Downside Variance is below the group average of 277.12. Peer readings range from 15.54 (Immuron Ltd ADR) to 957.72 (Abpro Holdings), reflecting wide dispersion across the sector. Mustang Bio 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 Mustang Bio 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.
Mustang Bio shows nearly
1.47 of Maximum Drawdown per unit of Downside Variance (
11.38 versus
16.67 ). This indicates Maximum Drawdown moderately exceeds Downside Variance for Mustang Bio.
Methodology, Assumptions & Data Sources
The current Downside Variance for Mustang Bio is 11.38. Mustang Bio'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Mustang Bio operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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