Canadian Pacific Semi Deviation
| CP Stock | | | USD 86.89 0.71 0.82% |
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 Canadian Pacific's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Canadian Pacific has a Semi Deviation of 0.9632, indicating low price variability. This places Canadian Pacific at the lower end of the volatility range for Ground Transportation.
Semi Deviation | = | SQRT(SV) |
| = | 0.9632 | |
Semi Deviation Peers Comparison
The peer group averages 1.57 for Semi Deviation, with Canadian Pacific at 0.9632 falling below that level. Readings span 0.9239 (Norfolk Southern) to 3.03 (United Rentals). Canadian Pacific 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 Canadian Pacific 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.
Canadian Pacific's Semi Deviation reads
0.96 while Maximum Drawdown reads
8.35 , a
8.66 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Canadian Pacific.
Methodology, Assumptions & Data Sources
Canadian Pacific has a current Semi Deviation reading of 0.9632. This Semi Deviation reading for Canadian Pacific results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Canadian Pacific operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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