Evolution Petroleum Semi Deviation
| EPM Stock | | | USD 4.96 0.01 0.20% |
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 Evolution Petroleum's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 2.09, Evolution Petroleum's Semi Deviation indicates moderate price variability. This places Evolution Petroleum within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 2.09 | |
Semi Deviation Peers Comparison
Evolution Petroleum's Semi Deviation of 2.09 falls below the 5.9 peer average. Values range from 2.74 (Infinity Natural Resources) to 10.64 (XCF Global Class), with wide dispersion across the group. Evolution Petroleum 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 Evolution Petroleum 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.
Evolution Petroleum shows nearly
5.49 of Maximum Drawdown per unit of Semi Deviation (
2.09 versus
11.50 ). This indicates Maximum Drawdown substantially exceeds Semi Deviation for Evolution Petroleum.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Evolution Petroleum is 2.09. The Semi Deviation for Evolution Petroleum is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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