ADTRAN Semi Deviation
| ADTN Stock | | | USD 14.94 0.39 2.68% |
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 ADTRAN's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
ADTRAN registers a Semi Deviation of 4.2, reflecting elevated price variability. This places ADTRAN toward the higher end of the volatility range for Communications Equipment.
Semi Deviation | = | SQRT(SV) |
| = | 4.2 | |
Semi Deviation Peers Comparison
Relative to peers, ADTRAN's Semi Deviation is above the group average of 3.44. Peer readings range from 1.64 (Ituran Location and) to 5.41 (Gilat Satellite Networks), reflecting wide dispersion across the sector. ADTRAN has exhibited greater 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 ADTRAN 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.
ADTRAN shows nearly
5.98 of Maximum Drawdown per unit of Semi Deviation (
4.20 versus
25.10 ). This indicates Maximum Drawdown substantially exceeds Semi Deviation for ADTRAN.
Methodology, Assumptions & Data Sources
The current Semi Deviation for ADTRAN is 4.2. The Semi Deviation for ADTRAN applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. ADTRAN operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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