Apple Inc has current Semi Variance of (0.07). Semi-variance provides a good measure of downside volatility for a 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.
| = |
| = |
|SUM|| = || Summation notation|
|RET DEV|| = || Actual return deviation over selected period|
|N(ZERO)|| = || Number of points with returns less than zero|
Semi Variance Comparison
Apple Inc is rated below average
in semi variance category among related companies. It is rated fourth
in maximum drawdown category among related companies .
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.