Union Bank Semi Deviation vs. Coefficient Of Variation

2838 Stock  TWD 15.05  0.15  0.99%   
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Union Bank of has current Semi Deviation of 0.6278. 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)

 = 
0.6278
SQRT = Square root notation
SV =   Union Bank semi variance of returns over selected period

Union Bank Semi Deviation Peers Comparison

Union Semi Deviation Relative To Other Indicators

Union Bank of 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  6,396  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for Union Bank of is roughly  6,396 
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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