GEA GROUP Semi Deviation

G1A Stock  EUR 45.58  0.10  0.22%   
GEA GROUP semi-deviation technical analysis lookup allows you to check this and other technical indicators for GEA GROUP 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
  
GEA GROUP has current Semi Deviation of 0.6292. 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)

 = 
0.6292
SQRT = Square root notation
SV =   GEA GROUP semi variance of returns over selected period

GEA GROUP Semi Deviation Peers Comparison

GEA Semi Deviation Relative To Other Indicators

GEA GROUP is rated below average in semi deviation category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  11.17  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for GEA GROUP is roughly  11.17 
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 GEA GROUP to Peers

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