Imax Corp Semi Variance
| IMAX Stock | | | USD 39.18 -0.01 -0.03% |
Reference data associated with the Semi Variance technical indicator for Imax Corp. Some instruments may provide partial coverage depending on trading history.
Imax Corp has current Semi Variance of 3.7. 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) |
| = | 3.7 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Imax Corp Semi Variance Peers Comparison
Imax Semi Variance Relative To Other Indicators
Imax Corp is rated
fourth in semi variance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
4.89 of Maximum Drawdown per Semi Variance. At
4.89 , Imax Corp'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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