Edison International Semi Deviation
| EIX Stock | | | USD 68.87 -0.13 -0.19% |
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 Edison International's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Edison International carries a Semi Deviation of 1.33, consistent with moderate price variability. This places Edison International within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.33 | |
Semi Deviation Peers Comparison
Relative to peers, Edison International's Semi Deviation is above the group average of 0.92. Peer readings range from 0.7492 (Fortis Inc) to 1.03 (Evergy), reflecting tight clustering across the sector. Edison International 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 Edison International 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.
Edison International's Maximum Drawdown of
8.64 runs about
6.47 times its Semi Deviation of
1.33 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Edison International.
Methodology, Assumptions & Data Sources
Edison International's Semi Deviation currently stands at 1.33. The Semi Deviation for Edison International is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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