Cogeco Semi Variance
| CGO Stock | | | CAD 74.12 0.84 1.15% |
Observed values used in the Semi Variance indicator for Cogeco Inc are included in this dataset. The information is based on observed market data across timeframes. Cogeco has a market cap of 704.04 M, operating margin of 25.61%, ROE of 8.96%. See
Trending Equities for portfolio-level analysis. The allocation includes a position in Cogeco Inc. It is distributed across the allocation. 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.
Cogeco Inc has current Semi Variance of 0.9252. 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) |
| = | 0.9252 | |
| 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
Cogeco Inc lands at
#4 in semi variance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
7.91 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for Cogeco Inc sits at
7.91 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 Cogeco to Peers
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