Transdigm Group Semi Deviation
| TDG Stock | | | USD 1,621 14.14 0.88% |
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Transdigm Group Incorporated has current Semi Deviation of 1.03. 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) |
| = | 1.03 | |
Transdigm Group Semi Deviation Peers Comparison
Transdigm Semi Deviation Relative To Other Indicators
Transdigm Group Incorporated is rated
fourth in semi deviation category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
6.80 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Transdigm Group Incorporated is roughly
6.80 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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