Shanghai Electric Semi Deviation vs. Coefficient Of Variation

601727 Stock   10.08  0.23  2.34%   
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Shanghai Electric Group has current Semi Deviation of 3.35. 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)

 = 
3.35
SQRT = Square root notation
SV =   Shanghai Electric semi variance of returns over selected period

Shanghai Electric Semi Deviation Peers Comparison

Shanghai Semi Deviation Relative To Other Indicators

Shanghai Electric Group is number one stock in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  94.45  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for Shanghai Electric Group is roughly  94.45 
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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