Sibanye Stillwater Downside Deviation

S1BS34 Stock  BRL 12.20  0.59  4.61%   
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Sibanye Stillwater Limited has current Downside Deviation of 3.81. 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.

Downside Deviation

=

SQRT(DV)

 = 
3.81
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Sibanye Stillwater Downside Deviation Peers Comparison

Sibanye Downside Deviation Relative To Other Indicators

Sibanye Stillwater Limited is rated second in downside deviation category among its peers. It is rated second in maximum drawdown category among its peers reporting about  4.68  of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for Sibanye Stillwater Limited is roughly  4.68 
It is the square root of the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of most private investors.
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