Poly Plastic Semi Variance

300905 Stock   39.85  0.22  0.56%   
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Poly Plastic Masterbatch has current Semi Variance of 3.35. 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)2

N(ZERO)

 = 
3.35
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

Poly Plastic Semi Variance Peers Comparison

Poly Semi Variance Relative To Other Indicators

Poly Plastic Masterbatch is rated second in semi variance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  3.62  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Poly Plastic Masterbatch is roughly  3.62 
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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