Alphabet Inc has current Semi Variance of 0.0. 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.
Alphabet | Semi Variance | = | SUM(RET DEV)^{2} N(ZERO) |
| = | 0.0 | |
SUM | = | Summation notation | RET DEV | = | Actual return deviation over selected period | N(ZERO) | = | Number of points with returns less than zero |
| |
Semi Variance Comparison
Alphabet Inc is rated
below average in semi variance category among related companies. It is currently under evaluation 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.