Keating Active Semi Deviation

KEAT Etf   26.57  0.03  0.11%   
Keating Active semi-deviation technical analysis lookup allows you to check this and other technical indicators for Keating Active ETF 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
  
Keating Active ETF has current Semi Deviation of 0.3971. 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)

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0.3971
SQRT = Square root notation
SV =   Keating Active semi variance of returns over selected period

Keating Active Semi Deviation Peers Comparison

Keating Semi Deviation Relative To Other Indicators

Keating Active ETF is rated below average in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  4.27  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Keating Active ETF is roughly  4.27 
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.
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