JPMorgan Chase Semi Variance

JPM Stock  USD 199.52  3.79  1.94%   
JPMorgan Chase semi-variance technical analysis lookup allows you to check this and other technical indicators for JPMorgan Chase Co 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
  
JPMorgan Chase Co has current Semi Variance of 0.0908. 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)

 = 
0.0908
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

JPMorgan Chase Semi Variance Peers Comparison

JPMorgan Semi Variance Relative To Other Indicators

JPMorgan Chase Co is rated below average in semi variance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  43.65  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for JPMorgan Chase Co is roughly  43.65 
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 JPMorgan Chase to Peers

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