JPMorgan Chase Co has current Semi Deviation of 0. 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.
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Semi Deviation Comparison
JPMorgan Chase Co is rated below average
in semi deviation category among related companies. It is rated below average
in maximum drawdown category among related companies .
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.