Andersons Semi Deviation
| ANDE Stock | | | USD 71.96 0.00 0.00% |
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 Andersons's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Andersons carries a Semi Deviation of 3.12, consistent with moderate price variability. This places Andersons within the typical volatility range for Consumer Staples Distribution & Retail.
Semi Deviation | = | SQRT(SV) |
| = | 3.12 | |
Semi Deviation Peers Comparison
Relative to peers, Andersons's Semi Deviation is above the group average of 2.27. Peer readings range from 1.31 (Tootsie Roll Industries) to 3.27 (Strategic Education), reflecting moderate dispersion across the sector. Andersons 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 Andersons 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.
With Semi Deviation at
3.12 and Maximum Drawdown at
19.70 , Andersons shows a
6.31 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Andersons.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Andersons is 3.12. Semi Deviation for Andersons is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Andersons operates in the consumer defensive sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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