Arrowhead Pharmaceuticals Semi Deviation
| ARWR Stock | | | USD 77.95 -1.19 -1.50% |
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 Arrowhead Pharmaceuticals's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 2.61, Arrowhead Pharmaceuticals's Semi Deviation indicates moderate price variability. This places Arrowhead Pharmaceuticals within the typical volatility range for Biotechnology.
Semi Deviation | = | SQRT(SV) |
| = | 2.61 | |
Semi Deviation Peers Comparison
Arrowhead Pharmaceuticals's Semi Deviation of 2.61 falls above the 0.0 peer average. Values range from 1.89 (TG Therapeutics) to 3.96 (Crispr Therapeutics AG), with tight clustering across the group. Arrowhead Pharmaceuticals 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 Arrowhead Pharmaceuticals 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.
Arrowhead Pharmaceuticals's Semi Deviation reads
2.61 while Maximum Drawdown reads
13.47 , a
5.16 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Arrowhead Pharmaceuticals.
Methodology, Assumptions & Data Sources
Arrowhead Pharmaceuticals' Semi Deviation currently stands at 2.61. Semi Deviation for Arrowhead Pharmaceuticals 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. Arrowhead Pharmaceuticals operates in the health care 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.
Other Technical Indicators