CROBEX10 Semi Deviation

CRBEX10 Index   2,005  18.94  0.95%   
CROBEX10 semi-deviation technical analysis lookup allows you to check this and other technical indicators for CROBEX10 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
CROBEX10 has current Semi Deviation of 0.2349. 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)

 = 
0.2349
SQRT = Square root notation
SV =   CROBEX10 semi variance of returns over selected period

CROBEX10 Semi Deviation Relative To Other Indicators

CROBEX10 cannot be rated in Semi Deviation category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  11.83  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for CROBEX10 is roughly  11.83 
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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