Veritiv Cor Semi Variance vs. Kurtosis

VRTVDelisted Stock  USD 135.04  0.74  0.55%   
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Veritiv Cor has current Semi Variance of 5.88. 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)

 = 
5.88
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

Veritiv Cor Semi Variance Peers Comparison

Veritiv Semi Variance Relative To Other Indicators

Veritiv Cor is rated first in semi variance category among its peers. It is currently under evaluation in kurtosis category among its peers making up about  0.01  of Kurtosis per Semi Variance. The ratio of Semi Variance to Kurtosis for Veritiv Cor is roughly  191.50 
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.

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