|FB -- USA Stock|| |
USD 181.06 0.19 0.10%
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Facebook has current Semi Variance of 0.8325. 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.
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|SUM|| = || Summation notation|
|RET DEV|| = || Actual return deviation over selected period|
|N(ZERO)|| = || Number of points with returns less than zero|
Semi Variance Comparison
Facebook is rated below average
in semi variance category among related companies. It is rated below average
in maximum drawdown category among related companies reporting about 10.40
of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Facebook is roughly 10.40
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.