Ascendis Pharma Downside Deviation
| ASND Stock | | | USD 245.68 -0.46 -0.19% |
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is Ascendis Pharma's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
Ascendis Pharma registers a Downside Deviation of 2.06, reflecting moderate price variability. This places Ascendis Pharma within the typical volatility range for Biotechnology.
Downside Deviation | = | SQRT(DV) |
| = | 2.06 | |
Downside Deviation Peers Comparison
Ascendis Pharma falls below the 3.05 peer average for Downside Deviation. Summit Therapeutics PLC leads at 5.98 while Roivant Sciences registers the lowest at 1.92. Ascendis Pharma has exhibited less price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Ascendis Pharma and its peers. Each point represents one equity — position along the horizontal axis shows Downside 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 Downside Deviation at
2.06 and Maximum Drawdown at
9.84 , Ascendis Pharma shows a
4.78 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Downside Deviation for Ascendis Pharma.
Methodology, Assumptions & Data Sources
Ascendis Pharma's Downside Deviation currently stands at 2.06. This Downside Deviation reading for Ascendis Pharma 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. Ascendis Pharma 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.
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