Brookfield Renewable Downside Deviation
| BEP Stock | | | USD 34.54 0.05 0.14% |
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 Brookfield Renewable's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 2.05, Brookfield Renewable's Downside Deviation indicates moderate price variability. This places Brookfield Renewable within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 2.05 | |
Downside Deviation Peers Comparison
Relative to peers, Brookfield Renewable's Downside Deviation is below the group average of 2.53. Peer readings range from 1.07 (OGE Energy) to 5.16 (Nuscale Power Corp), reflecting wide dispersion across the sector. Brookfield Renewable 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 Brookfield Renewable 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.
Brookfield Renewable's Downside Deviation reads
2.05 while Maximum Drawdown reads
10.97 , a
5.36 ratio between the two. This indicates Maximum Drawdown substantially exceeds Downside Deviation for Brookfield Renewable.
Methodology, Assumptions & Data Sources
Brookfield Renewable has a current Downside Deviation reading of 2.05. The Downside Deviation for Brookfield Renewable is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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