Hoth Therapeutics Semi Variance
| HOTH Stock | | | USD 0.72 -0.02 -2.34% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is Hoth Therapeutics's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
Hoth Therapeutics registers a Semi Variance of 45.16, reflecting elevated price variability. This places Hoth Therapeutics toward the higher end of the volatility range for Stock.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 45.16 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
The peer group averages 24.51 for Semi Variance, with Hoth Therapeutics at 45.16 falling above that level. Readings span 12.61 (Briacell Therapeutics Corp) to 44.06 (Processa Pharmaceuticals). Hoth Therapeutics has exhibited greater price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Hoth Therapeutics and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
At
45.16 for Semi Variance and
48.52 for Maximum Drawdown, Hoth Therapeutics's cross-indicator ratio sits almost
1.07 . The two measures are closely aligned in magnitude for Hoth Therapeutics.
Methodology, Assumptions & Data Sources
Hoth Therapeutics has a current Semi Variance reading of 45.16. Hoth Therapeutics' Semi Variance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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