I-Components Semi Deviation vs. Coefficient Of Variation

059100 Stock  KRW 4,705  5.00  0.11%   
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i Components Co has current Semi Deviation of 1.11. 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)

 = 
1.11
SQRT = Square root notation
SV =   I-Components semi variance of returns over selected period

I-Components Semi Deviation Peers Comparison

I-Components Semi Deviation Relative To Other Indicators

i Components Co is rated third in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  1,125  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for i Components Co is roughly  1,125 
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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