COPT Defense Semi Variance
| CDP Stock | | | 31.64 -0.05 -0.16% |
This module presents the Semi Variance indicator for COPT Defense Properties using available market inputs. The indicator computation uses normalized market activity data. COPT Defense has a market cap of 3.66 B, operating margin of 29.64%, ROE of 10.14%. See
Trending Equities for additional portfolio context. The allocation summary reflects available position data. Portfolio metrics are derived from available position data. The content reflects structured data inputs rather than subjective analysis. A position in COPT Defense Properties is indicated here. It is reflected in the overall portfolio structure. 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.
COPT Defense Properties has current Semi Variance of 0.7856. 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) |
| = | 0.7856 | |
| 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
COPT Defense Properties is ranked
fourth for semi variance against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
9.13 against Semi Variance. Maximum Drawdown runs about
9.13 times Semi Variance for COPT Defense Properties
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 COPT Defense to Peers
Other Technical Indicators