Graf Global Downside Deviation
| GRAF Stock | | | USD 10.78 -0.10 -0.92% |
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is Graf Global's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 0.379, Graf Global exhibits low price variability in Downside Deviation. This places Graf Global at the lower end of the volatility range for Diversified Capital Markets.
Downside Deviation | = | SQRT(DV) |
| = | 0.379 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Graf Global and its peers. Each point represents one equity — position along the horizontal axis shows Downside 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.
Graf Global records a Downside Deviation of
0.38 and a Maximum Drawdown of
1.21 , yielding roughly
3.20 units of Maximum Drawdown per Downside Deviation. This indicates Maximum Drawdown is significantly higher than Downside Deviation for Graf Global.
Methodology, Assumptions & Data Sources
Graf Global's Downside Deviation currently stands at 0.379. This Downside Deviation reading for Graf Global results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Graf Global operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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