Frontier Lithium Semi Variance

LITOF Stock  USD 0.58  -0.01  -1.69%   
Observed values used to calculate the Semi Variance technical indicator for Frontier Lithium. Indicator values reflect available price and volume data where applicable.
Frontier Lithium has current Semi Variance of 10.43. 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)

 = 
10.43
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

Frontier Lithium is rated below average in semi variance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly 2.02 Maximum Drawdown per unit of Semi Variance. Frontier Lithium carries a 2.02 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. Compare Frontier Lithium to Peers

Other Technical Indicators