Casio Computer Semi Variance
| CSIOY Stock | | | USD 89.70 -1.70 -1.86% |
Technical inputs supporting the Semi Variance indicator for Casio Computer Co are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Casio Computer has a market cap of 2.32 B, operating margin of 7.12%, ROE of 6.09%. See
Trending Equities for portfolio-level analysis. Allocation data is presented for contextual reference. A position in Casio Computer Co is indicated here. This is part of the broader portfolio composition. Position allocation is driven by the portfolio construction model. The dataset is presented as structured reference material for independent review. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Casio Computer Co has current Semi Variance of 6.3. 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) |
| = | 6.3 | |
| 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
Casio Computer Co ranks first in semi variance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
3.35 of Maximum Drawdown per Semi Variance. At
3.35 , Casio Computer Co'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.
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