Eli Lilly Semi Deviation

LLY Stock  USD 777.96  0.22  0.03%   
Eli Lilly semi-deviation technical analysis lookup allows you to check this and other technical indicators for Eli Lilly And or any other equities. You can select from a set of available technical 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
  
Eli Lilly And has current Semi Deviation of 0.8112. 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)

 = 
0.8112
SQRT = Square root notation
SV =   Eli Lilly semi variance of returns over selected period

Eli Lilly Semi Deviation Peers Comparison

Eli Semi Deviation Relative To Other Indicators

Eli Lilly And is rated fifth overall in semi deviation category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  11.61  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Eli Lilly And is roughly  11.61 
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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