Merck Semi Deviation

Merck Co Inc has current Semi Deviation of 1.11. 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.
Merck 
Semi Deviation 
=  
SQRT(SV) 
 = 
1.11
SQRT =   Square root notation
SV =   Merck semi variance of returns over selected period

Semi Deviation Comparison

Merck Co Inc is rated below average in semi deviation category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  6.88  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Merck Co Inc is roughly  6.88 
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.
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