Frontdoor Semi Deviation
| FTDR Stock | | | USD 61.48 0.57 0.94% |
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 Frontdoor's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 2.4 for Frontdoor indicates moderate price variability. This places Frontdoor within the typical volatility range for Diversified Consumer Services.
Semi Deviation | = | SQRT(SV) |
| = | 2.4 | |
Semi Deviation Peers Comparison
Frontdoor falls above the 0.0 peer average for Semi Deviation. Crocs Inc leads at 1.88 while Acushnet Holdings Corp registers the lowest at 1.33. Frontdoor 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 Frontdoor 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.
Frontdoor's Semi Deviation reads
2.40 while Maximum Drawdown reads
23.10 , a
9.61 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Frontdoor.
Methodology, Assumptions & Data Sources
Frontdoor has a current Semi Deviation reading of 2.4. Semi Deviation for Frontdoor is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Frontdoor operates in the consumer discretionary 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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