Perenti Global Semi Variance
| AUSDF Stock | | | USD 1.46 0.01 0.69% |
This dataset for Perenti Global Limited reflects inputs used in the Semi Variance calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. This dataset is part of a broader indicator framework including
Equity Screeners. Perenti Global has a market cap of 571.87 M, operating margin of 4.99%, ROE of 3.24%.
Trending Equities can help frame allocation decisions. The view reflects the current state of portfolio allocation. The view is constructed from recorded portfolio positions. This overview is based on available data and does not express a directional view. This suggests a position in Perenti Global Limited. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
Perenti Global Limited has current Semi Variance of 0. 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)2N(ZERO) |
| = | 0 | |
| 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
Perenti Global Limited is rated
below average in semi variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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.
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