Advantest Semi Variance
| ADTTF Pink Sheet | | | USD 189.95 15.11 8.64% |
Semi Variance data for Advantest is presented below, including the current value, historical progression, and peer context. Evaluating the reading against sector peers and recent history provides the strongest context.
Advantest Volatility combined with
Advantest Price History deepens the analysis for Advantest.
Current Semi Variance Value
Advantest has a Semi Variance of 4.04, indicating elevated price variability. This places Advantest toward the higher end of the volatility range for Pink Sheet.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 4.04 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Advantest's Semi Variance of 4.04 falls below the 5.6 peer average. Values range from 2.73 (Venture Ltd) to 9.48 (Infineon Technologies AG), with wide dispersion across the group. Advantest has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Advantest and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
Advantest records a Semi Variance of
4.04 and a Maximum Drawdown of
17.44 , yielding roughly
4.31 units of Maximum Drawdown per Semi Variance. This indicates Maximum Drawdown is significantly higher than Semi Variance for Advantest.
Methodology, Assumptions & Data Sources
The current Semi Variance for Advantest is 4.04. Advantest's Semi Variance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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