Hilton Grand Downside Deviation
| HGV Stock | | | USD 48.57 -0.04 -0.08% |
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 Hilton Grand's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
Hilton Grand carries a Downside Deviation of 2.63, consistent with moderate price variability. This places Hilton Grand within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 2.63 | |
Downside Deviation Peers Comparison
Hilton Grand falls above the 2.59 peer average for Downside Deviation. Marriot Vacations Worldwide leads at 3.48 while Rush Enterprises A registers the lowest at 2.06. Hilton Grand has exhibited greater price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Hilton Grand 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.
Hilton Grand produces
4.20 in Maximum Drawdown for each unit of Downside Deviation, with respective readings of
11.05 and
2.63 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for Hilton Grand.
Methodology, Assumptions & Data Sources
Hilton Grand's Downside Deviation currently stands at 2.63. Downside Deviation for Hilton Grand is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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