713448EG9 Semi Variance

713448EG9   113.56  3.69  3.36%   
713448EG9 semi-variance technical analysis lookup allows you to check this and other technical indicators for US713448EG97 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
  
US713448EG97 has current Semi Variance of 0.2275. 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)

 = 
0.2275
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

713448EG9 Semi Variance Peers Comparison

713448EG9 Semi Variance Relative To Other Indicators

US713448EG97 cannot be rated in Semi Variance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  13.64  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for US713448EG97 is roughly  13.64 
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 713448EG9 to Peers

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