Home Depot Semi Deviation

HD -- USA Stock  

USD 186.70  0.17  0.09%

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The Home Depot has current Semi Deviation of 0.9336. 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.
Home Depot 
Semi Deviation 
=  
SQRT(SV) 
 = 
0.9336
SQRT =   Square root notation
SV =   Home Depot semi variance of returns over selected period

Semi Deviation Comparison

The Home Depot is rated # 4 in semi deviation category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  6.77  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for The Home Depot is roughly  6.77 
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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