Kraft Heinz Semi Deviation

Key Indicators . Semi Deviation . Stocks . USA . 
Stock . Kraft Heinz Co
KHC Stock  USD 23.21  0.14  0.61%   
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. Below is Kraft Heinz's current Semi Deviation with peer comparisons and related risk metrics.

Current Semi Deviation Value

The Semi Deviation of 0 for Kraft Heinz indicates low price variability. This places Kraft Heinz at the lower end of the volatility range for Stock.

Semi Deviation

=

SQRT(SV)

 = 
0
SQRT = Square root notation
SV =   Kraft Heinz semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

The chart below plots Semi Deviation against Maximum Drawdown for Kraft Heinz and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation 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.
Compare Kraft Heinz to Peers

Methodology, Assumptions & Data Sources

Kraft Heinz has a current Semi Deviation reading of 0. This Semi Deviation reading for Kraft Heinz results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

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Statistic Functions
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Volume Indicators
Risk Adjusted Performance-0.03
Market Risk Adjusted Performance-0.24
Mean Deviation1.25
Coefficient Of Variation-3,085
Standard Deviation1.62
Variance2.62
Information Ratio-0.04
Jensen Alpha-0.06
Total Risk Alpha-0.08
Treynor Ratio-0.25
Maximum Drawdown6.52
Value At Risk-3.19
Potential Upside2.51
Skewness-0.29
Kurtosis0.154
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