Denali Therapeutics Semi Deviation
| DNLI Stock | | | USD 19.87 0.42 2.16% |
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 Denali Therapeutics's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Denali Therapeutics registers a Semi Deviation of 3.59, reflecting moderate price variability. This places Denali Therapeutics within the typical volatility range for Biotechnology.
Semi Deviation | = | SQRT(SV) |
| = | 3.59 | |
Semi Deviation Peers Comparison
Relative to peers, Denali Therapeutics's Semi Deviation is below the group average of 4.18. Peer readings range from 1.83 (89bio Inc) to 6.9 (Immunitybio), reflecting wide dispersion across the sector. Denali Therapeutics has exhibited less 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 Denali Therapeutics 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
3.59 for Semi Deviation and
24.68 for Maximum Drawdown, Denali Therapeutics's cross-indicator ratio sits almost
6.87 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Denali Therapeutics.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Denali Therapeutics is 3.59. Denali Therapeutics' Semi 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. Denali Therapeutics operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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