## CAC 40 Semi Variance |
CAC |

FCHI -- France Index | ## 6,024 52.47 0.88% |

Symbol |

| = | 0.1671 |

SUM | = | Summation notation |

RET DEV | = | Actual return deviation over selected period |

N(ZERO) | = | Number of points with returns less than zero |

## Semi Variance Comparison

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.

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## Thematic Opportunities

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## CAC 40 Technical Signals

### All CAC 40 Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.0724 | ||

Mean Deviation | 0.3991 | ||

Semi Deviation | 0.4087 | ||

Downside Deviation | 0.5719 | ||

Coefficient Of Variation | 672.79 | ||

Standard Deviation | 0.5615 | ||

Variance | 0.3152 | ||

Information Ratio | (0.08) | ||

Total Risk Alpha | (0.07) | ||

Sortino Ratio | (0.08) | ||

Maximum Drawdown | 3.09 | ||

Value At Risk | (0.73) | ||

Potential Upside | 1.08 | ||

Downside Variance | 0.3271 | ||

Semi Variance | 0.1671 | ||

Expected Short fall | (0.44) | ||

Skewness | (0.46) | ||

Kurtosis | 2.28 |