AbsoluteRiskMeasuresSemiDeviation Method |
A measure of volatility in returns below the mean. It's similar to standard deviation, but it only
looks at periods where the investment return was less than average return.
Namespace: Altaxo.Calc.FinancialAssembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax public static double SemiDeviation(
this IEnumerable<double> data
)
Parameters
- data IEnumerableDouble
[Missing <param name="data"/> documentation for "M:Altaxo.Calc.Financial.AbsoluteRiskMeasures.SemiDeviation(System.Collections.Generic.IEnumerable{System.Double})"]
Return Value
Double[Missing <returns> documentation for "M:Altaxo.Calc.Financial.AbsoluteRiskMeasures.SemiDeviation(System.Collections.Generic.IEnumerable{System.Double})"]
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type
IEnumerableDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see
Extension Methods (Visual Basic) or
Extension Methods (C# Programming Guide).
See Also