Microsoft Semi Deviation

Microsoft Corporation has current Semi Deviation of 1.18. 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.
Microsoft 
Semi Deviation 
=  
SQRT(SV) 
 = 
1.18
SQRT =   Square root notation
SV =   Microsoft semi variance of returns over selected period

Semi Deviation Comparison

Microsoft Corporation 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  2.99  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Microsoft Corporation is roughly  2.99 
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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Microsoft Corporationration a technology company develops licenses and supports software products services and devices worldwide. more
NameMicrosoft Corporation
InstrumentUSA Stock
RegionNorth America
ExchangeNASDAQ
CIK Number0000789019
ISINUS5949181045
CUSIP594918104
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
CurrencyUSD - US Dollar