Counterpoint Quantitative Semi Deviation
| CPAI ETF | | | USD 47.16 -0.50 -1.05% |
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 Counterpoint Quantitative's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Counterpoint Quantitative registers a Semi Deviation of 1.44, reflecting moderate price variability. This places Counterpoint Quantitative within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.44 | |
Semi Deviation Peers Comparison
Relative to peers, Counterpoint Quantitative's Semi Deviation is above the group average of 1.16. Peer readings range from 0.7538 (Lattice Strategies Trust) to 2.12 (ProShares Ultra MidCap400), reflecting wide dispersion across the sector. Counterpoint Quantitative 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 Counterpoint Quantitative 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.
At
1.44 for Semi Deviation and
6.57 for Maximum Drawdown, Counterpoint Quantitative's cross-indicator ratio sits almost
4.55 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Counterpoint Quantitative.
Methodology, Assumptions & Data Sources
Counterpoint Quantitative has a current Semi Deviation reading of 1.44. Semi Deviation for Counterpoint Quantitative is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators