Itafos Corp Semi Variance
| IFOS Stock | | | CAD 4.36 0.20 4.81% |
Observed values used to calculate the Semi Variance technical indicator for Itafos Corp. Coverage may vary across instruments due to feed availability.
Itafos Corp has current Semi Variance of 1.4. 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) |
| = | 1.4 | |
| 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
Itafos Corp is rated
below average for semi variance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
7.72 ratio of Maximum Drawdown to Semi Variance. Itafos Corp's Maximum Drawdown exceeds Semi Variance by a factor of
7.72 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 Itafos Corp to Peers
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