EDP Renovaveis Semi Deviation
| EDPR Stock | | | EUR 12.95 -0.20 -1.52% |
This dataset for EDP Renovaveis reflects inputs used in the Semi Deviation calculation. Values are derived from historical price and volume observations. EDP Renovaveis has a market cap of 19.2 B, operating margin of 36.48%, ROE of 11.43%.
Investing Opportunities adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. The allocation includes a position in EDP Renovaveis. The position falls within the allocation view. 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.
EDP Renovaveis has current Semi Deviation of 1.78. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
Semi Deviation | = | SQRT(SV) |
| = | 1.78 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
EDP Renovaveis earns the top ranking in semi deviation relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
6.41 of Maximum Drawdown per Semi Deviation. For EDP Renovaveis, Maximum Drawdown stands at
6.41 times Semi Deviation
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Compare EDP Renovaveis to Peers
Other Technical Indicators