FirstEnergy Semi Deviation
| FE Stock | | | USD 44.33 -0.84 -1.86% |
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 FirstEnergy's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0, FirstEnergy exhibits low price variability in Semi Deviation. This places FirstEnergy at the lower end of the volatility range for Electric Utilities.
Semi Deviation | = | SQRT(SV) |
| = | 0 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for FirstEnergy 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 FirstEnergy to PeersMethodology, Assumptions & Data Sources
The current Semi Deviation for FirstEnergy is 0. Semi Deviation for FirstEnergy is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. FirstEnergy operates in the utilities sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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