KPJ Healthcare Semi Deviation vs. Coefficient Of Variation

5878 Stock   2.48  0.01  0.40%   
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KPJ Healthcare Bhd has current Semi Deviation of 2.02. 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)

 = 
2.02
SQRT = Square root notation
SV =   KPJ Healthcare semi variance of returns over selected period

KPJ Healthcare Semi Deviation Peers Comparison

KPJ Semi Deviation Relative To Other Indicators

KPJ Healthcare Bhd is rated third in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  588.50  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for KPJ Healthcare Bhd is roughly  588.50 
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.
Compare KPJ Healthcare to Peers

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