Gentex Semi Deviation
| GNTX Stock | | | USD 23.88 0.85 3.69% |
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 Gentex's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 1.32 for Gentex signals moderate price variability. This places Gentex within the typical volatility range for Automotive Parts & Equipment.
Semi Deviation | = | SQRT(SV) |
| = | 1.32 | |
Semi Deviation Peers Comparison
Gentex's Semi Deviation of 1.32 falls above the 0.0 peer average. Values range from 1.51 (Lear Corporation) to 1.86 (Garrett Motion), with tight clustering across the group. Gentex 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 Gentex 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.
Gentex's Maximum Drawdown of
6.23 runs about
4.71 times its Semi Deviation of
1.32 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Gentex.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Gentex is 1.32. Semi Deviation for Gentex 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. Gentex operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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