| 67021CAS6 | | | 90.90 4.32 4.99% |
67021CAS6 semi-deviation technical analysis lookup allows you to check this and other technical indicators for ES 455 01 JUN 52 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
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ES 455 01 JUN 52 has current Semi Deviation of 1.4. 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) |
| = | 1.4 | |
67021CAS6 Semi Deviation Peers Comparison
67021CAS6 Semi Deviation Relative To Other Indicators
ES 455 01 JUN 52 cannot be rated in Semi Deviation category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
9.60 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for ES 455 01 JUN 52 is roughly
9.60 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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