China Semi Deviation vs. Coefficient Of Variation

2204 Stock  TWD 84.30  0.30  0.36%   
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China Motor Corp has current Semi Deviation of 2.14. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.

Semi Deviation

=

SQRT(SV)

 = 
2.14
SQRT = Square root notation
SV =   China semi variance of returns over selected period

China Semi Deviation Peers Comparison

China Semi Deviation Relative To Other Indicators

China Motor Corp is rated second in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  1,516  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for China Motor Corp is roughly  1,516 
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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