Olympia Financial Semi Variance
| OLY Stock | | | CAD 117.16 -2.07 -1.74% |
The Semi Variance calculation for Olympia Financial draws on price and volume history. Additional screening context is available through
Equity Screeners. Olympia Financial has a market cap of 281.93 M, operating margin of 23.86%, current ratio of 1.18. Use
Your Equity Center to explore allocation context. Portfolio tools allow users to monitor Olympia Financial Group alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence Olympia Financial Group's company valuation — related indicators include
signals in inflation.
Olympia Financial Group has current Semi Variance of 0.8706. 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) |
| = | 0.8706 | |
| 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
Olympia Financial Group is rated
below average in semi variance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
5.73 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for Olympia Financial Group sits at
5.73 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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