Cirrus Logic Semi Variance
| CRUS Stock | | | USD 174.17 1.36 0.79% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is Cirrus Logic's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
Cirrus Logic registers a Semi Variance of 3.48, reflecting moderate price variability. This places Cirrus Logic within the typical volatility range for Semiconductors & Semiconductor Equipment.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 3.48 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
The peer group averages 11.93 for Semi Variance, with Cirrus Logic at 3.48 falling below that level. Readings span 3.22 (Dolby Laboratories) to 16.07 (Sitime). Cirrus Logic has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Cirrus Logic and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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 Semi Variance (
3.48 ) to Maximum Drawdown (
12.19 ) for Cirrus Logic yields a
3.50 multiple. This indicates Maximum Drawdown is significantly higher than Semi Variance for Cirrus Logic.
Methodology, Assumptions & Data Sources
Cirrus Logic's Semi Variance currently stands at 3.48. This Semi Variance reading for Cirrus Logic results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Cirrus Logic operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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