Largo Resources Semi Variance

LGO Stock  CAD 1.56  -0.09  -5.45%   
The Semi Variance signal for Largo Resources reflects patterns observed in trading data. Comparable indicator datasets are structured within Equity Screeners. Largo Resources has a market cap of 130.53 M, operating margin of -7.33%, ROE of -38.41%. Review Correlation Analysis for a broader allocation view. The allocation includes a position in Largo Resources. The sizing of each position reflects the overall allocation strategy. 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.
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Largo Resources has current Semi Variance of 31.16. 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)2

N(ZERO)

 = 
31.16
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

Largo Resources takes the leading position in semi variance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing 1.24 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for Largo Resources sits at 1.24
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 Largo Resources to Peers

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