International Business Semi Deviation

IBM -- USA Stock  

USD 145.97  0.54  0.37%

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International Business Machines Corporation has current Semi Deviation of 0.8541. 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.
International Business 
Semi Deviation 
=  
SQRT(SV) 
 = 
0.8541
SQRT =   Square root notation
SV =   International Business semi variance of returns over selected period

Semi Deviation Comparison

International Business Machines Corporation is rated fourth overall in semi deviation category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  5.57  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for International Business Machines Corporation is roughly  5.57 
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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