Donaldson Semi Deviation
| DCI Stock | | | USD 86.00 0.09 0.10% |
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 Donaldson's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 0 places Donaldson at low price variability. This places Donaldson at the lower end of the volatility range for Industrial Machinery & Supplies & Components.
Semi Deviation | = | SQRT(SV) |
| = | 0 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Donaldson 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.
Compare Donaldson to PeersMethodology, Assumptions & Data Sources
Donaldson has a current Semi Deviation reading of 0. This Semi Deviation reading for Donaldson 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. Donaldson 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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