Wells Fargo Downside Variance

WFC-PY Preferred Stock  USD 24.01  0.20  0.84%   
Downside Variance readings for Wells Fargo are presented with current values, historical context, and comparative peer data. Interpretation is strongest when the reading is compared to both historical and peer benchmarks. Use Wells Fargo Volatility alongside Wells Fargo Price History to build context for Wells Fargo.
  

Current Downside Variance Value

Wells Fargo registers a Downside Variance of 0, reflecting low price variability. This places Wells Fargo at the lower end of the volatility range for Preferred Stock.

Downside Variance

 = 

SUM(RET DEV)2

N(ER)

 = 
0
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

Downside Variance Relative To Other Indicators

The chart below plots Downside Variance against Maximum Drawdown for Wells Fargo 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.
Compare Wells Fargo to Peers

Methodology, Assumptions & Data Sources

Wells Fargo has a current Downside Variance reading of 0. The Downside Variance for Wells Fargo is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This preferred stock metric is provided for analytical reference.

Other Technical Indicators