Franklin Resources Semi Deviation
| BEN Stock | | | USD 31.05 0.53 1.74% |
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 Franklin Resources's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
With Semi Deviation at 2.02, Franklin Resources shows moderate price variability. This places Franklin Resources within the typical volatility range for Asset Management & Custody Banks.
Semi Deviation | = | SQRT(SV) |
| = | 2.02 | |
Semi Deviation Peers Comparison
Among sector peers, Franklin Resources's Semi Deviation of 2.02 is above the 1.55 group average. The range runs from 0.4297 (Janus Henderson Group) to 2.35 (Invesco Plc). Franklin Resources 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 Franklin Resources 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.
Franklin Resources shows nearly
4.41 of Maximum Drawdown per unit of Semi Deviation (
2.02 versus
8.91 ). This indicates Maximum Drawdown is significantly higher than Semi Deviation for Franklin Resources.
Methodology, Assumptions & Data Sources
Franklin Resources' Semi Deviation currently stands at 2.02. Semi Deviation for Franklin Resources is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Franklin Resources operates in the financial services 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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