Blue Bird Semi Deviation
| BLBD Stock | | | USD 65.01 1.46 2.30% |
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 Blue Bird's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 2.31, Blue Bird's Semi Deviation indicates moderate price variability. This places Blue Bird within the typical volatility range for Construction Machinery & Heavy Transportation Equipment.
Semi Deviation | = | SQRT(SV) |
| = | 2.31 | |
Semi Deviation Peers Comparison
Blue Bird's Semi Deviation of 2.31 falls below the 2.79 peer average. Values range from 1.06 (Monarch Casino Resort) to 5.3 (Polestar Automotive Holding), with wide dispersion across the group. Blue Bird has exhibited less 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 Blue Bird 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
2.31 and Maximum Drawdown at
17.36 , Blue Bird shows a
7.53 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Blue Bird.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Blue Bird is 2.31. Blue Bird's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Blue Bird operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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