Definitions
Wiktionary
- n. statistics A measure of the dispersion of those values that fall below the mean or target value of a data set
Examples
“The neutrality of the wikipedia article on semivariance is disputed!”
“One of the popular tickets today is called semivariance.”
Simon & Schuster: Contrarian Investment Strategies: The Next Generation
“A plot of the semivariance versus h is the variogram.”
More ISO-2000 Weather Stations from Jones and Hansen « Climate Audit
“This mean squared difference is the semivariance and is assigned to the value h, which is known as the lag.”
More ISO-2000 Weather Stations from Jones and Hansen « Climate Audit
“You might recall we used semivariance in all our contrarian tests of down markets.”
Simon & Schuster: Contrarian Investment Strategies: The Next Generation
“However, although I think semivariance is a better measure than volatility, I am not happy with it as the basic definition of risk, because it still states that investors assume risk is price volatility alone.”
Simon & Schuster: Contrarian Investment Strategies: The Next Generation
“Regardless of which value benchmark we tried, each contrarian portfolio passed the semivariance test by outperforming the market in down quarters.”
Simon & Schuster: Contrarian Investment Strategies: The Next Generation
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