Walt Disney Semi Deviation vs. Coefficient Of Variation

DISB34 Stock  BRL 45.92  0.12  0.26%   
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The Walt Disney has current Semi Deviation of 0.9936. 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)

 = 
0.9936
SQRT = Square root notation
SV =   Walt Disney semi variance of returns over selected period

Walt Disney Semi Deviation Peers Comparison

Walt Semi Deviation Relative To Other Indicators

The Walt Disney is rated # 4 in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  341.55  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for The Walt Disney is roughly  341.55 
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 Walt Disney to Peers

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