NESTLE SA Variance 
NSRGF  USA Stock  USD 109.02 3.40 3.02% 
Symbol 
 =  1.34 
SUM  =  Summation notation 
RET DEV  =  Actual returns deviation over selected period 
N  =  Number of points for the period 
Variance Comparison
NESTLE SA is rated below average in variance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 4.31 of Maximum Drawdown per Variance. The ratio of Maximum Drawdown to Variance for NESTLE SA is roughly 4.31
Variance 

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NESTLE SA Technical Signals
All NESTLE SA Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.0352  
Market Risk Adjusted Performance  0.2369  
Mean Deviation  0.8498  
Semi Deviation  1.12  
Downside Deviation  1.33  
Coefficient Of Variation  1629.29  
Standard Deviation  1.16  
Variance  1.34  
Information Ratio  (0.048904)  
Jensen Alpha  0.0294  
Total Risk Alpha  (0.22)  
Sortino Ratio  (0.04235)  
Treynor Ratio  0.2269  
Maximum Drawdown  5.75  
Value At Risk  (2.00)  
Potential Upside  1.67  
Downside Variance  1.78  
Semi Variance  1.25  
Expected Short fall  (0.87)  
Skewness  (0.66)  
Kurtosis  0.8969 