MDA Semi Deviation
| MDA Stock | | | CAD 41.31 -0.88 -2.09% |
MDA semi deviation lookup summarizes this and related technical indicators for MDA. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. MDA has a market cap of 5.23 B, operating margin of 7.53%, ROE of 8.57%. Use
Correlation Analysis to explore allocation context. This includes a position in MDA within the portfolio mix. 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.
MDA has current Semi Deviation of 2.69. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
Semi Deviation | = | SQRT(SV) |
| = | 2.69 | |
MDA Semi Deviation Peers Comparison
MDA Semi Deviation Relative To Other Indicators
MDA takes the leading position in semi deviation compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
8.05 in Maximum Drawdown for each unit of Semi Deviation. The spread between Maximum Drawdown and Semi Deviation for MDA sits at
8.05 Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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