CVS Health Semi Variance

CVS Health Corporation -- USA Stock  

USD 79.5  0.06  0.0755%

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CVS Health Corporation has current Semi Variance of 0.2491. 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.
CVS Health 
Semi Variance 
 = 
SUM(RET DEV)2 
N(ZERO) 
 = 
0.2491
SUM =   Summation notation
RET DEV =   Actual return deviation over selected period
N(ZERO) =   Number of points with returns less than zero

Semi Variance Comparison

CVS Health Corporation is rated fourth in semi variance category among related companies. It is rated third in maximum drawdown category among related companies reporting about  21.22  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for CVS Health Corporation is roughly  21.22 
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.
Compare CVS Health to competition
CVS Health Corporationration, together with its subsidiaries, offer integrated pharmacy health care services. more
NameCVS Health Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
BBB+Good
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00064803.0
ISINUS1266501006
CUSIP126650100
CurrencyUSD - US Dollar