Facebook Semi Variance

FB -- USA Stock  

USD 202.06  0.32  0.16%

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Symbol
Refresh
Facebook has current Semi Variance of 0.0369. Semi-variance provides a good measure of downside volatility for a 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.
Facebook 
Semi Variance 
 = 
SUM(RET DEV)2 
N(ZERO) 
 = 
0.0369
SUM =   Summation notation
RET DEV =   Actual return deviation over selected period
N(ZERO) =   Number of points with returns less than zero

Semi Variance Comparison

Facebook is rated below average in semi variance category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  104.11  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Facebook is roughly  104.11 
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 Facebook to competition

Thematic Opportunities

Explore Investment Opportunities
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked.
Explore Thematic Ideas
Explore Investing Ideas