Innovative Solutions Downside Deviation
| ISSC Stock | | | USD 20.91 -0.81 -3.73% |
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 Innovative Solutions's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
Innovative Solutions has a Downside Deviation of 5.27, indicating elevated price variability. This places Innovative Solutions toward the higher end of the volatility range for Aerospace & Defense.
Downside Deviation | = | SQRT(DV) |
| = | 5.27 | |
Downside Deviation Peers Comparison
Innovative Solutions's Downside Deviation of 5.27 falls above the 4.64 peer average. Values range from 2.1 (GrabAGun Digital Holdings) to 11.19 (Roma Green Finance), with wide dispersion across the group. Innovative Solutions 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 Innovative Solutions 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.
With Downside Deviation at
5.27 and Maximum Drawdown at
25.22 , Innovative Solutions shows a
4.79 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Downside Deviation for Innovative Solutions.
Methodology, Assumptions & Data Sources
The current Downside Deviation for Innovative Solutions is 5.27. Downside Deviation for Innovative Solutions is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Innovative Solutions operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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