Best Buy Semi Variance

All EquitiesStocksUSA
Stock Best Buy Co
BBY -- USA Stock  

0.5 Dividend

Best Buy semi-variance technical analysis lookup allows you to check this and other technical indicators for Best Buy Co 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
Symbol
Refresh
Best Buy Co has current Semi Variance of 1.74. 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.
Semi Variance 
 = 
SUM(RET DEV)2 
N(ZERO) 
 = 
1.74
SUM =   Summation notation
RET DEV =   Actual return deviation over selected period
N(ZERO) =   Number of points with returns less than zero
More About Semi Variance | All Equity Analysis

Semi Variance Comparison

Best Buy Co is rated below average in semi variance category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  6.70  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Best Buy Co is roughly  6.70 
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.
Compare Best Buy to competition

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked.
Explore Thematic Ideas
Explore Investing Ideas  

Best Buy Technical Signals

All Best Buy Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.1189
Market Risk Adjusted Performance0.2234
Mean Deviation1.35
Semi Deviation1.32
Downside Deviation1.58
Coefficient Of Variation539.29
Standard Deviation1.92
Variance3.68
Information Ratio0.1573
Jensen Alpha0.2744
Total Risk Alpha0.206
Sortino Ratio0.1907
Treynor Ratio0.2134
Maximum Drawdown11.64
Value At Risk(2.30)
Potential Upside2.22
Downside Variance2.5
Semi Variance1.74
Expected Short fall(1.51)
Skewness1.63
Kurtosis8.46
Search macroaxis.com