Genie Energy Semi Deviation
| GNE Stock | | | USD 14.68 0.40 2.80% |
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 Genie Energy's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 1.97 places Genie Energy at moderate price variability. This places Genie Energy within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.97 | |
Semi Deviation Peers Comparison
Among sector peers, Genie Energy's Semi Deviation of 1.97 is below the 2.46 group average. The range runs from 2.24 (Pure Cycle) to 2.68 (Cadiz Inc). Genie Energy 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 Genie Energy 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.
With Semi Deviation at
1.97 and Maximum Drawdown at
9.30 , Genie Energy shows a
4.72 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Deviation for Genie Energy.
Methodology, Assumptions & Data Sources
Genie Energy has a current Semi Deviation reading of 1.97. Genie Energy'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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