ARNC34 Semi Deviation

ARNC34 Stock  BRL 683.43  8.84  1.31%   
ARNC34 semi-deviation technical analysis lookup allows you to check this and other technical indicators for ARNC34 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
  
ARNC34 has current Semi Deviation of 1.15. 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)

 = 
1.15
SQRT = Square root notation
SV =   ARNC34 semi variance of returns over selected period

ARNC34 Semi Deviation Peers Comparison

ARNC34 Semi Deviation Relative To Other Indicators

ARNC34 is rated second in semi deviation category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  10.83  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for ARNC34 is roughly  10.83 
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 ARNC34 to Peers

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