Endeavour Silver Semi Deviation

EDR Stock  CAD 13.73  -0.09  -0.65%   
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 Endeavour Silver's current Semi Deviation with peer comparisons and related risk metrics.

Current Semi Deviation Value

Endeavour Silver carries a Semi Deviation of 0, consistent with low price variability. This places Endeavour Silver at the lower end of the volatility range for Diversified Metals & Mining.

Semi Deviation

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SQRT(SV)

 = 
0
SQRT = Square root notation
SV =   Endeavour Silver semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

The chart below plots Semi Deviation against Maximum Drawdown for Endeavour Silver 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 Endeavour Silver to Peers

Methodology, Assumptions & Data Sources

Endeavour Silver has a current Semi Deviation reading of 0. Endeavour Silver's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Endeavour Silver operates in the basic materials 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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