Expat Czech Semi Deviation

CZX Etf   1.43  0.01  0.69%   
Expat Czech semi-deviation technical analysis lookup allows you to check this and other technical indicators for Expat Czech PX 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
  
Expat Czech PX has current Semi Deviation of 0.4938. 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)

 = 
0.4938
SQRT = Square root notation
SV =   Expat Czech semi variance of returns over selected period

Expat Czech Semi Deviation Peers Comparison

Expat Semi Deviation Relative To Other Indicators

Expat Czech PX is fourth largest ETF in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  8.85  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Expat Czech PX is roughly  8.85 
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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