CVS Health Semi Deviation

CVS -- USA Stock  

USD 68.63  0.64  0.94%

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CVS Health Corporation has current Semi Deviation of 2.79. 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.
CVS Health 
Semi Deviation 
=  
SQRT(SV) 
 = 
2.79
SQRT =   Square root notation
SV =   CVS Health semi variance of returns over selected period

Semi Deviation Comparison

CVS Health Corporation is rated second in semi deviation category among related companies. It is rated second in maximum drawdown category among related companies reporting about  3.78  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for CVS Health Corporation is roughly  3.78 
Semideviation 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.
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