Eagle Cold Semi Deviation vs. Coefficient Of Variation

8905 Stock  TWD 31.25  0.65  2.12%   
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Eagle Cold Storage has current Semi Deviation of 0.875. 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)

 = 
0.875
SQRT = Square root notation
SV =   Eagle Cold semi variance of returns over selected period

Eagle Cold Semi Deviation Peers Comparison

Eagle Semi Deviation Relative To Other Indicators

Eagle Cold Storage is rated fifth in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about  2,225  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for Eagle Cold Storage is roughly  2,225 
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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