Aecom Technology Semi Deviation
| ACM Stock | | | USD 81.47 -2.45 -2.92% |
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. Below is Aecom Technology's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0, Aecom Technology exhibits low price variability in Semi Deviation. This places Aecom Technology at the lower end of the volatility range for Construction & Engineering.
Semi Deviation | = | SQRT(SV) |
| = | 0 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Aecom Technology and its peers. Each point represents one equity — position along the horizontal axis shows Semi 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.
Compare Aecom Technology to PeersMethodology, Assumptions & Data Sources
The current Semi Deviation for Aecom Technology is 0. Semi Deviation for Aecom Technology is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Aecom Technology operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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