Cantaloupe Semi Variance

CTLP Stock  USD 10.57  0.04  0.38%   
Reference data associated with the Semi Variance technical indicator for Cantaloupe. Coverage may vary across instruments due to feed availability.
Cantaloupe has current Semi Variance of 0.6523. 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)

 = 
0.6523
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

Cantaloupe is ranked fifth for semi variance against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly 5.63 against Semi Variance. Maximum Drawdown runs about 5.63 times Semi Variance for Cantaloupe
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 Cantaloupe to Peers

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