Koninklijke Ahold Semi Variance

AD Stock  EUR 42.50  0.25  0.59%   
Reference data associated with the Semi Variance technical indicator for Koninklijke Ahold Delhaize. Availability may differ across exchanges, markets, and reporting intervals.
Koninklijke Ahold Delhaize has current Semi Variance of 0.2386. Semi-variance provides a good measure of downside volatility for 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.

Semi Variance

 = 

SUM(RET DEV)2

N(ZERO)

 = 
0.2386
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

Semi Variance Peers Comparison

Semi Variance Relative To Other Indicators

Koninklijke Ahold Delhaize is rated below average in semi variance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding 55.62 of Maximum Drawdown per Semi Variance. For Koninklijke Ahold Delhaize, Maximum Drawdown stands at 55.62 times Semi Variance
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. Compare Koninklijke Ahold to Peers

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