Gyeongnam Steel Semi Deviation vs. Coefficient Of Variation

039240 Stock  KRW 3,295  30.00  0.92%   
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Gyeongnam Steel Co has current Semi Deviation of 1.62. 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)

 = 
1.62
SQRT = Square root notation
SV =   Gyeongnam Steel semi variance of returns over selected period

Gyeongnam Steel Semi Deviation Peers Comparison

Gyeongnam Semi Deviation Relative To Other Indicators

Gyeongnam Steel Co is rated third in semi deviation category among related companies. It is currently under evaluation in coefficient of variation category among related companies making about  879.01  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for Gyeongnam Steel Co is roughly  879.01 
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.
Compare Gyeongnam Steel to Peers

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