Myers Industries Downside Deviation

Key Indicators . Downside Deviation . Stocks . USA . 
Stock . Myers Industries
MYE Stock  USD 23.01  2.29  11.05%   
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is Myers Industries's current Downside Deviation with peer comparisons and related risk metrics.

Current Downside Deviation Value

At 0, Myers Industries's Downside Deviation indicates low price variability. This places Myers Industries at the lower end of the volatility range for Stock.

Downside Deviation

=

SQRT(DV)

 = 
0
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Downside Deviation Peers Comparison

Downside Deviation Relative To Other Indicators

The chart below plots Downside Deviation against Maximum Drawdown for Myers Industries and its peers. Each point represents one equity — position along the horizontal axis shows Downside Deviation 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.
Compare Myers Industries to Peers

Methodology, Assumptions & Data Sources

Myers Industries has a current Downside Deviation reading of 0. Myers Industries' Downside Deviation 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance-0.0018
Market Risk Adjusted Performance-0.01
Mean Deviation1.74
Coefficient Of Variation-12,588
Standard Deviation2.3
Variance5.31
Information Ratio-0.02
Jensen Alpha-0.04
Total Risk Alpha-0.05
Treynor Ratio-0.02
Maximum Drawdown11.81
Value At Risk-3.92
Potential Upside4.06
Skewness-0.23
Kurtosis0.6194
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