CSX Downside Deviation
| CSX Stock | | | USD 44.83 0.37 0.83% |
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 CSX's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 1.63, CSX exhibits moderate price variability in Downside Deviation. This places CSX within the typical volatility range for Ground Transportation.
Downside Deviation | = | SQRT(DV) |
| = | 1.63 | |
Downside Deviation Peers Comparison
Among sector peers, CSX's Downside Deviation of 1.63 is below the 2.05 group average. The range runs from 1.19 (Norfolk Southern) to 2.71 (Thomson Reuters). CSX 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 CSX 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.
CSX's Maximum Drawdown of
9.45 runs about
5.80 times its Downside Deviation of
1.63 . This indicates Maximum Drawdown substantially exceeds Downside Deviation for CSX.
Methodology, Assumptions & Data Sources
The current Downside Deviation for CSX is 1.63. CSX's Downside Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. CSX operates in the industrials 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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