ComfortdelgroLtd Semi Variance

CDGLY Stock  USD 22.69  0.65  2.95%   
Historical market data for Comfortdelgro Ltd forms the basis of the Semi Variance indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Related indicator context is organized within Equity Screeners. ComfortdelgroLtd has a market cap of 2.02 B, operating margin of 4.82%, ROE of 6.09%. See Trending Equities for portfolio-level analysis. Allocation data is presented for contextual reference. The allocation shows a weighting toward Comfortdelgro Ltd. The weighting is visible within the allocation breakdown. The sizing of each position reflects the overall allocation strategy. All metrics are derived from available inputs and shown for reference. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.
Comfortdelgro Ltd has current Semi Variance of 13.7. 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)

 = 
13.7
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

Comfortdelgro Ltd ranks first in semi variance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about 3.08 of Maximum Drawdown per Semi Variance. At 3.08 , Comfortdelgro Ltd's Maximum Drawdown-to-Semi Variance multiple reflects the spread between these metrics
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 ComfortdelgroLtd to Peers

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