| MTG-B Stock | | | SEK 85.70 1.30 1.49% |
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Modern Times Group has current Downside Deviation of 1.38. 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) |
| = | 1.38 | |
Modern Times Downside Deviation Peers Comparison
Modern Downside Deviation Relative To Other Indicators
Modern Times Group is regarded
second in downside deviation category among its peers. It is currently under evaluation in standard deviation category among its peers creating about
1.26 of Standard Deviation per Downside Deviation. The ratio of Standard Deviation to Downside Deviation for Modern Times Group is roughly
1.26 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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