China Fortune Semi Deviation vs. Coefficient Of Variation

600340 Stock   2.88  0.03  1.03%   
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China Fortune Land has current Semi Deviation of 4.26. 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

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SQRT(SV)

 = 
4.26
SQRT = Square root notation
SV =   China Fortune semi variance of returns over selected period

China Fortune Semi Deviation Peers Comparison

China Semi Deviation Relative To Other Indicators

China Fortune Land is number one stock in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  81.88  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for China Fortune Land is roughly  81.88 
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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