BH Macro Semi Variance
BH Macro semi-variance technical analysis lookup allows you to check this and other technical indicators for BH Macro Limited 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
BH Macro Limited has current Semi Variance of 0. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.BHMU |
| = | 0 |
SUM | = | Summation notation |
RET DEV | = | Actual return deviation over selected period |
N(ZERO) | = | Number of points with returns less than zero |
BH Macro Semi Variance Peers Comparison
BHMU Semi Variance Relative To Other Indicators
BH Macro Limited is rated below average in semi variance category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
Semi Variance |
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BH Macro Technical Signals
All BH Macro Technical Indicators
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Math Transform | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | (0.1) | |||
Market Risk Adjusted Performance | 2.49 | |||
Mean Deviation | 0.629 | |||
Coefficient Of Variation | (842.68) | |||
Standard Deviation | 1.06 | |||
Variance | 1.13 | |||
Information Ratio | (0.10) | |||
Jensen Alpha | (0.14) | |||
Total Risk Alpha | (0.10) | |||
Treynor Ratio | 2.48 | |||
Maximum Drawdown | 8.54 | |||
Value At Risk | (1.29) | |||
Potential Upside | 1.31 | |||
Skewness | (2.32) | |||
Kurtosis | 13.99 |