Apple Downside Deviation

Apple Inc has current Downside Deviation of 0.5479. 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 downside risk is the annualized standard deviation of returns below the target.
Downside Deviation 
SQRT =   Square root notation
DV =   Downside Variance of returns over selected period

Downside Deviation Comparison

Apple Inc is rated second in downside deviation category among related companies. It is rated fourth in maximum drawdown category among related companies reporting about  5.80  of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for Apple Inc is roughly  5.80 
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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Apple Inc. designs, manufactures, and markets mobile communication and media devices, personal computers, and portable digital music players to consumers, small and midsized businesses, and education, enterprise, and government customers worldwide. more
NameApple Inc
InstrumentUSA Stock
RegionNorth America
CIK Number00320193.0
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating