Terawulf Downside Variance
| WULF Stock | | | USD 23.39 -0.63 -2.62% |
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 Terawulf's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
Terawulf registers a Downside Variance of 28.08, reflecting elevated price variability. This places Terawulf toward the higher end of the volatility range for Asset Management & Custody Banks.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 28.08 | |
| 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
Among sector peers, Terawulf's Downside Variance of 28.08 is above the 20.53 group average. The range runs from 3.84 (Virtu Financial) to 37.04 (Hut 8 Corp). Terawulf has exhibited greater 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 Terawulf 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.
Terawulf records a Downside Variance of
28.08 and a Maximum Drawdown of
29.60 , yielding roughly
1.05 units of Maximum Drawdown per Downside Variance. The two measures are closely aligned in magnitude for Terawulf.
Methodology, Assumptions & Data Sources
The current Downside Variance for Terawulf is 28.08. Downside Variance for Terawulf is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Terawulf operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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