Analog Devices Semi Deviation
| ADI Stock | | | USD 408.60 3.83 0.95% |
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 Analog Devices's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.56, Analog Devices's Semi Deviation indicates moderate price variability. This places Analog Devices within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.56 | |
Semi Deviation Peers Comparison
Analog Devices's Semi Deviation of 1.56 falls below the 2.73 peer average. Values range from 1.92 (Marvell Technology Group) to 4.27 (MicroStrategy Incorporated), with moderate dispersion across the group. Analog Devices has exhibited less price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Analog Devices 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.
At
1.56 for Semi Deviation and
8.27 for Maximum Drawdown, Analog Devices's cross-indicator ratio sits almost
5.31 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Analog Devices.
Methodology, Assumptions & Data Sources
Analog Devices' Semi Deviation currently stands at 1.56. This Semi Deviation reading for Analog Devices results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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