Semivariance
Übersetzung von "semivariance" ins Russisch
semivariance
SubstantivUK
/ˌsɛmɪˈveə.ri.əns/
US
/ˌsɛmɪˈvɛr.i.əns/
semivariance
semivariances Pl.
The semivariance is used to measure the downside risk of an investment.
Полувариация используется для измерения риска снижения инвестиций.
Definitionen
semivariance
SubstantivUK
/ˌsɛmɪˈveə.ri.əns/
US
/ˌsɛmɪˈvɛr.i.əns/
A statistical measure used in finance to assess the downside risk of an investment by calculating the average of the squared deviations of values that fall below the mean or target value.
Investors often use semivariance to evaluate the potential risk of an asset that might underperform compared to its expected return.
In geostatistics, half of the expected squared difference between field values at two points separated by a given distance or vector, used to quantify spatial correlation.
The semivariance rose with increasing lag distance, revealing spatial dependence in the ore-grade data.
semivariance
AdjektivUK
/ˌsɛmɪˈveə.ri.əns/
US
/ˌsɛmɪˈvɛr.i.əns/
Relating to, based on, or calculated using semivariance.
They proposed a semivariance approach to measure downside risk.