Basler Kantonalbank Semi Variance
| BSKP Stock | | | CHF 110.00 -2.50 -2.22% |
Observed values used in the Semi Variance indicator for Basler Kantonalbank are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Basler Kantonalbank has a market cap of 560.97 M, operating margin of 28.02%, ROE of 4.29%. For allocation context, review
Trending Equities. Portfolio positioning is summarized for reference. Allocation figures are based on reported position values. The information is presented without directional commentary. This suggests a position in Basler Kantonalbank. 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 inflation.
Basler Kantonalbank has current Semi Variance of 0.5135. 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) |
| = | 0.5135 | |
| 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
Basler Kantonalbank is rated
below average for semi variance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
11.29 ratio of Maximum Drawdown to Semi Variance. Basler Kantonalbank's Maximum Drawdown exceeds Semi Variance by a factor of
11.29 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 Basler Kantonalbank to Peers
Other Technical Indicators