Unknown Indicator

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.

Investing Ideas

You can quickly originate your optimal portfoio using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Thematic Ideas
Explore Investing Ideas  
Check out your portfolio center.
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 Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

Other Complementary Tools

Economic Indicators
Top statistical indicators that provide insights into how an economy is performing
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
ETFs
Find actively traded Exchange Traded Funds (ETF) from around the world
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Investing Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences