Borealis Foods Downside Deviation
| BRLS Stock | | | 0.91 0.01 1.11% |
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 Borealis Foods's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
The current Downside Deviation of 9.14 places Borealis Foods at elevated price variability. This places Borealis Foods toward the higher end of the volatility range for Packaged Foods & Meats.
Downside Deviation | = | SQRT(DV) |
| = | 9.14 | |
Downside Deviation Peers Comparison
The peer group averages 9.46 for Downside Deviation, with Borealis Foods at 9.14 falling below that level. Readings span 6.65 (Wing Yip Food) to 12.27 (Agape ATP). Borealis Foods 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 Borealis Foods 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.
Comparing Downside Deviation (
9.14 ) to Maximum Drawdown (
158.83 ) for Borealis Foods yields a
17.37 multiple. This indicates Maximum Drawdown substantially exceeds Downside Deviation for Borealis Foods.
Methodology, Assumptions & Data Sources
Borealis Foods' Downside Deviation currently stands at 9.14. This Downside Deviation reading for Borealis Foods results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Borealis Foods operates in the consumer defensive 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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