Firm Capital Semi Variance
| FCD-UN Stock | | | 6.60 0.09 1.38% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is Firm Capital's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
Firm Capital's Semi Variance of 0.7028 reflects low price variability. This places Firm Capital at the lower end of the volatility range for Stock.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.7028 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Among sector peers, Firm Capital's Semi Variance of 0.7028 is below the 0.71 group average. The range runs from 0.1687 (European Residential Real) to 1.35 (Pro Real Estate). Firm Capital has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Firm Capital and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Firm Capital's Maximum Drawdown of
4.78 runs about
6.80 times its Semi Variance of
0.70 . This indicates Maximum Drawdown substantially exceeds Semi Variance for Firm Capital.
Methodology, Assumptions & Data Sources
Firm Capital's Semi Variance currently stands at 0.7028. The Semi Variance for Firm Capital is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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