Zacks Small-cap Semi Deviation

ZSCCX Fund  USD 39.23  0.31  0.78%   
Zacks Small-cap semi-deviation technical analysis lookup allows you to check this and other technical indicators for Zacks Small Cap E 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
  
Zacks Small Cap E has current Semi Deviation of 1.1. 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)

 = 
1.1
SQRT = Square root notation
SV =   Zacks Small-cap semi variance of returns over selected period

Zacks Small-cap Semi Deviation Peers Comparison

Zacks Semi Deviation Relative To Other Indicators

Zacks Small Cap E is rated second in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  7.27  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Zacks Small Cap E is roughly  7.27 
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.
Compare Zacks Small-cap to Peers

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