Repsol SA Semi Variance
| REPYY Stock | | | USD 28.18 1.48 5.54% |
Reference data associated with the Semi Variance technical indicator for Repsol SA. Some instruments may provide partial coverage depending on trading history.
Repsol SA has current Semi Variance of 2.47. 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) |
| = | 2.47 | |
| 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
Repsol SA is rated
third in semi variance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
4.10 of Maximum Drawdown per Semi Variance. At
4.10 , Repsol SA's Maximum Drawdown-to-Semi Variance multiple reflects the spread between these metrics
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 Repsol SA to Peers
Other Technical Indicators