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Semi Deviation In A Nutshell

What is different with this compared to standard deviation is it only looks at the negative returns, whereas standard deviation looks at both the positive and negative returns. How this may be important is it gives the user a look at possible losses. Many people only look at the expect growth of an investment, but fail to realize the potential drawdowns. Minimizing risk while optimizing returns is the goal of every trader and investor.

A popular data point among traders and investors alike is the standard deviation, which allows the person to gauge where the market may go for a given period. With that, there is a data set called the semi deviation, and this helps with looking at the returns that are below the mean.

Closer Look at Semi Deviation

Using deviations are a wonderful tool because it will give you percentages of the likelihood of an event happening. An example is one standard deviation both ways is stated to contain roughly 68% of the likely data points away from the mean. Semi deviation and give a likely hood of a drawdown happening. Before implanting this data set, test it and see if it fits your current investing strategy. MacroAxis has a wonderful base of tools and research knowledge to give you a head start in your adventure. Remember, semi deviation only measures to the downside so it may not be suitable for all situations.

Trending Themes

If you are a self-driven investor, you will appreciate our idea-generating investing themes. Our themes help you align your investments inspirations with your core values and are essential building blocks of your portfolios. A typical investing theme is an unweighted collection of up to 20 funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of equities with common characteristics such as industry and growth potential, volatility, or market segment.
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Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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