Carlo Gavazzi Semi Variance
| GAV Stock | | | CHF 160.50 7.50 4.90% |
Observed values used in the Semi Variance indicator for Carlo Gavazzi Holding are included in this dataset. Data coverage may vary across sources and reporting intervals. Carlo Gavazzi has a market cap of 108.74 M, operating margin of 5.7%, current ratio of 3.87. See
Risk vs Return Analysis for portfolio-level analysis. Tracking Carlo Gavazzi Holding in a portfolio helps measure its contribution to overall performance. All values are based on available data and provided as reference information. Broader economic conditions can influence Carlo Gavazzi Holding's company valuation — related indicators include
signals in inflation.
Carlo Gavazzi Holding has current Semi Variance of 6.01. 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) |
| = | 6.01 | |
| 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
Carlo Gavazzi Holding stands at number one for semi variance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
1.68 ratio of Maximum Drawdown to Semi Variance. Carlo Gavazzi Holding's Maximum Drawdown exceeds Semi Variance by a factor of
1.68 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 Carlo Gavazzi to Peers
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