China Asset Semi Deviation vs. Coefficient Of Variation

508068 Stock   3.16  0.01  0.32%   
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China Asset Management has current Semi Deviation of 0.7026. 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

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SQRT(SV)

 = 
0.7026
SQRT = Square root notation
SV =   China Asset semi variance of returns over selected period

China Asset Semi Deviation Peers Comparison

China Semi Deviation Relative To Other Indicators

China Asset Management is rated below average in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  14,651  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for China Asset Management is roughly  14,651 
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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