FuelCell Energy Downside Deviation
| FCEL Stock | | | USD 12.81 -0.74 -5.46% |
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is FuelCell Energy's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
With Downside Deviation at 4.65, FuelCell Energy shows elevated price variability. This places FuelCell Energy toward the higher end of the volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 4.65 | |
Downside Deviation Peers Comparison
The peer group averages 3.37 for Downside Deviation, with FuelCell Energy at 4.65 falling above that level. Readings span 2.48 (Ammo Inc) to 4.91 (Blink Charging Co). FuelCell Energy has exhibited greater price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for FuelCell Energy and its peers. Each point represents one equity — position along the horizontal axis shows Downside 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.
The Maximum Drawdown-to-Downside Deviation ratio for FuelCell Energy sits near
9.02 , with Downside Deviation at
4.65 and Maximum Drawdown at
41.92 . This indicates Maximum Drawdown substantially exceeds Downside Deviation for FuelCell Energy.
Methodology, Assumptions & Data Sources
FuelCell Energy has a current Downside Deviation reading of 4.65. This Downside Deviation reading for FuelCell Energy results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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