Diodes Incorporated Semi Deviation
| DIOD Stock | | | USD 112.59 -3.46 -2.98% |
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 Diodes Incorporated's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 2.64 places Diodes Incorporated at moderate price variability. This places Diodes Incorporated within the typical volatility range for Semiconductors & Semiconductor Equipment.
Semi Deviation | = | SQRT(SV) |
| = | 2.64 | |
Semi Deviation Peers Comparison
Among sector peers, Diodes Incorporated's Semi Deviation of 2.64 is above the 0.0 group average. The range runs from 1.99 (Alarm Holdings) to 7.12 (Applied Opt). Diodes Incorporated 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 Diodes Incorporated 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.
With Semi Deviation at
2.64 and Maximum Drawdown at
34.01 , Diodes Incorporated shows a
12.87 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Diodes Incorporated.
Methodology, Assumptions & Data Sources
Diodes Incorporated's Semi Deviation currently stands at 2.64. Semi Deviation for Diodes Incorporated is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Diodes Incorporated operates in the information technology 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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