MFA FINANCIAL Semi Deviation vs. Coefficient Of Variation
M4ZA Stock | | | 7.88 0.09 1.13% |
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MFA FINANCIAL NEW has current Semi Deviation of 1.79. 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) |
| = | 1.79 | |
MFA FINANCIAL Semi Deviation Peers Comparison
MFA Semi Deviation Relative To Other Indicators
MFA FINANCIAL NEW is considered to be number one stock in semi deviation category among its peers. It is currently under evaluation in coefficient of variation category among its peers making about
775.63 of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for MFA FINANCIAL NEW is roughly
775.63 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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