Arcosa Downside Deviation
| ACA Stock | | | USD 128.41 -2.98 -2.27% |
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is Arcosa's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
The current Downside Deviation of 3.17 places Arcosa at moderate price variability. This places Arcosa within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 3.17 | |
Downside Deviation Peers Comparison
The peer group averages 2.36 for Downside Deviation, with Arcosa at 3.17 falling above that level. Readings span 1.44 (MSC Industrial Direct) to 3.34 (Powell Industries). Arcosa has exhibited greater price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Arcosa and its peers. Each point represents one equity — position along the horizontal axis shows Downside Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Arcosa's Maximum Drawdown of
18.94 runs about
5.97 times its Downside Deviation of
3.17 . This indicates Maximum Drawdown substantially exceeds Downside Deviation for Arcosa.
Methodology, Assumptions & Data Sources
The current Downside Deviation for Arcosa is 3.17. This Downside Deviation reading for Arcosa results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
Other Technical Indicators