DT Midstream Semi Deviation
| DTM Stock | | | USD 134.65 1.02 0.76% |
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 DT Midstream's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.1, DT Midstream exhibits moderate price variability in Semi Deviation. This places DT Midstream within the typical volatility range for Oil & Gas Storage & Transportation.
Semi Deviation | = | SQRT(SV) |
| = | 1.1 | |
Semi Deviation Peers Comparison
DT Midstream falls below the 1.7 peer average for Semi Deviation. HF Sinclair Corp leads at 2.88 while Antero Midstream Partners registers the lowest at 1.02. DT Midstream 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 DT Midstream 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.
DT Midstream shows nearly
7.14 of Maximum Drawdown per unit of Semi Deviation (
1.10 versus
7.84 ). This indicates Maximum Drawdown substantially exceeds Semi Deviation for DT Midstream.
Methodology, Assumptions & Data Sources
DT Midstream has a current Semi Deviation reading of 1.1. Semi Deviation for DT Midstream is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. DT Midstream operates in the energy sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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