FactSet Research Semi Deviation
| FDS Stock | | | USD 223.98 12.19 5.76% |
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 FactSet Research's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 3.06 for FactSet Research signals moderate price variability. This places FactSet Research within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 3.06 | |
Semi Deviation Peers Comparison
FactSet Research's Semi Deviation of 3.06 falls above the 2.05 peer average. Values range from 1.14 (American Financial Group) to 3.49 (Xp Inc), with wide dispersion across the group. FactSet Research 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 FactSet Research 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.
Comparing Semi Deviation (
3.06 ) to Maximum Drawdown (
13.04 ) for FactSet Research yields a
4.26 multiple. This indicates Maximum Drawdown is significantly higher than Semi Deviation for FactSet Research.
Methodology, Assumptions & Data Sources
The current Semi Deviation for FactSet Research is 3.06. FactSet Research'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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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