Great Elm Semi Deviation

GECCZ Stock   25.52  0.01  0.04%   
Great Elm semi-deviation technical analysis lookup allows you to check this and other technical indicators for Great Elm Capital 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
  
Great Elm Capital has current Semi Deviation of 0.1156. 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)

 = 
0.1156
SQRT = Square root notation
SV =   Great Elm semi variance of returns over selected period

Great Elm Semi Deviation Peers Comparison

Great Semi Deviation Relative To Other Indicators

Great Elm Capital is rated # 5 in semi deviation category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  10.61  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Great Elm Capital is roughly  10.61 
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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