Ituran Location Semi Deviation
| ITRN Stock | | | USD 58.95 0.06 0.10% |
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 Ituran Location's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Ituran Location has a Semi Deviation of 1.72, indicating moderate price variability. This places Ituran Location within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.72 | |
Semi Deviation Peers Comparison
The peer group averages 3.57 for Semi Deviation, with Ituran Location at 1.72 falling below that level. Readings span 0.768 (Cantaloupe) to 5.42 (Gilat Satellite Networks). Ituran Location 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 Ituran Location 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.
Ituran Location shows nearly
9.11 of Maximum Drawdown per unit of Semi Deviation (
1.72 versus
15.65 ). This indicates Maximum Drawdown substantially exceeds Semi Deviation for Ituran Location.
Methodology, Assumptions & Data Sources
Ituran Location has a current Semi Deviation reading of 1.72. Ituran Location's Semi Deviation 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. 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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