Deutsche Bank Semi Deviation

Deutsche Bank AG -- USA Stock  

USD 16.71  0.01  0.06%

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Deutsche Bank AG has current Semi Deviation of 1.29. 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.
Deutsche Bank 
Semi Deviation 
=  
SQRT(SV) 
 = 
1.29
SQRT =   Square root notation
SV =   Deutsche Bank semi variance of returns over selected period

Semi Deviation Comparison

Deutsche Bank AG is rated below average in semi deviation category among related companies. It is rated # 2 in maximum drawdown category among related companies reporting about  4.21  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Deutsche Bank AG is roughly  4.21 
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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