Transurban Semi Variance

TCL Stock   13.25  0.12  0.90%   
Transurban semi-variance technical analysis lookup allows you to check this and other technical indicators for Transurban 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
  
Transurban Group has current Semi Variance of 0.8429. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.

Semi Variance

 = 

SUM(RET DEV)2

N(ZERO)

 = 
0.8429
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

Transurban Semi Variance Peers Comparison

3.280.840.000.006.45100%

Transurban Semi Variance Relative To Other Indicators

Transurban Group is rated fourth in semi variance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  4.84  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Transurban Group is roughly  4.84 
JavaScript chart by amCharts 3.21.15ST1MBHABBTCL 0510152025 01234567
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Compare Transurban to Peers

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