Kao Semi Variance
| KAOCF Stock | | | USD 39.60 -0.40 -1.00% |
Kao semi variance lookup summarizes this and related technical indicators for Kao Corporation. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Kao has a market cap of 17.9 B, operating margin of 7.1%, ROE of 8.86%. Use
Correlation Analysis to explore allocation context. This includes a position in Kao Corporation across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
Kao Corporation has current Semi Variance of 5.06. 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) |
| = | 5.06 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Kao Semi Variance Peers Comparison
Kao Semi Variance Relative To Other Indicators
Kao Corporation holds the top spot in semi variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
3.68 Maximum Drawdown per unit of Semi Variance. Kao Corporation carries a
3.68 x Maximum Drawdown-to-Semi Variance ratio
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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