GeoPark Semi Deviation
| GPRK Stock | | | USD 9.90 0.57 6.11% |
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 GeoPark's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 3.21 places GeoPark at moderate price variability. This places GeoPark within the typical volatility range for Oil & Gas Exploration & Production.
Semi Deviation | = | SQRT(SV) |
| = | 3.21 | |
Semi Deviation Peers Comparison
Among sector peers, GeoPark's Semi Deviation of 3.21 is below the 3.34 group average. The range runs from 1.74 (Natural Gas Services) to 5.56 (WT Offshore). GeoPark 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 GeoPark 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.
The Maximum Drawdown-to-Semi Deviation ratio for GeoPark sits near
7.20 , with Semi Deviation at
3.21 and Maximum Drawdown at
23.11 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for GeoPark.
Methodology, Assumptions & Data Sources
GeoPark has a current Semi Deviation reading of 3.21. The Semi Deviation for GeoPark is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. GeoPark operates in the energy 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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