Microsoft Corporation has current Semi Deviation of 0.5014. 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
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 6.60
of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Microsoft Corporation is roughly 6.60
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.