Shenzhen New Semi Deviation vs. Coefficient Of Variation

002314 Stock   2.79  0.02  0.72%   
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Shenzhen New Nanshan has current Semi Deviation of 2.77. 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)

 = 
2.77
SQRT = Square root notation
SV =   Shenzhen New semi variance of returns over selected period

Shenzhen New Semi Deviation Peers Comparison

Shenzhen Semi Deviation Relative To Other Indicators

Shenzhen New Nanshan is rated fourth in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  194.02  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for Shenzhen New Nanshan is roughly  194.02 
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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