Hrcules SA Semi Deviation vs. Coefficient Of Variation

HETA4 Preferred Stock  BRL 6.98  0.54  8.39%   
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Hrcules SA has current Semi Deviation of 2.8. 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)

 = 
2.8
SQRT = Square root notation
SV =   Hrcules SA semi variance of returns over selected period

Hrcules SA Semi Deviation Peers Comparison

Hrcules Semi Deviation Relative To Other Indicators

Hrcules SA is one of the top stocks in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  291.22  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for Hrcules SA is roughly  291.22 
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 Hrcules SA to Peers

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