Ford Motor Semi Variance

F -- USA Stock  

USD 9.31  0.26  2.87%

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Ford Motor Company has current Semi Variance of 4.0. 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.
Ford Motor 
Semi Variance 
 = 
SUM(RET DEV)2 
N(ZERO) 
 = 
4.0
SUM =   Summation notation
RET DEV =   Actual return deviation over selected period
N(ZERO) =   Number of points with returns less than zero

Semi Variance Comparison

Ford Motor Company is rated # 4 in semi variance category among related companies. It is rated # 3 in maximum drawdown category among related companies reporting about  3.16  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Ford Motor Company is roughly  3.16 
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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