Real Luck Semi Deviation vs. Coefficient Of Variation

LUCK Stock  CAD 66.00  1.00  1.49%   
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Real Luck Group has current Semi Deviation of 3.37. 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)

 = 
3.37
SQRT = Square root notation
SV =   Real Luck semi variance of returns over selected period

Real Luck Semi Deviation Peers Comparison

Real Semi Deviation Relative To Other Indicators

Real Luck Group is rated second overall in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  504.65  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for Real Luck Group is roughly  504.65 
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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