Downside risk
id:
downside-risk-258-15711839
title:
Downside risk
text:
Downside risk is the financial risk associated with losses. That is, it is the risk of the actual return being below the expected return, or the uncertainty about the magnitude of that difference. Risk measures typically quantify the downside risk, whereas the standard deviation measures both the upside and downside risk. Specifically, downside risk can be measured either with downside beta or by measuring lower semi-deviation. The statistic below-target semi-deviation or simply target semi-devi
brand slug:
wiki
category slug:
encyclopedia
description:
Risk of the actual return being below the expected return
original url:
https://en.wikipedia.org/wiki/Downside_risk
date created:
date modified:
2023-01-26T17:09:10Z
main entity:
{"identifier":"Q1094965","url":"https://www.wikidata.org/entity/Q1094965"}
image:
fields total:
13
integrity:
14