Illinois Tool Semi Deviation
| ITW Stock | | | USD 269.29 -3.84 -1.41% |
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 Illinois Tool's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 1.25 for Illinois Tool indicates moderate price variability. This places Illinois Tool within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.25 | |
Semi Deviation Peers Comparison
Illinois Tool falls below the 1.66 peer average for Semi Deviation. Cummins leads at 2.54 while Canadian Pacific Kansas registers the lowest at 0.9806. Illinois Tool 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 Illinois Tool 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.
Illinois Tool produces
6.77 in Maximum Drawdown for each unit of Semi Deviation, with respective readings of
8.45 and
1.25 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Illinois Tool.
Methodology, Assumptions & Data Sources
Illinois Tool has a current Semi Deviation reading of 1.25. The Semi Deviation for Illinois Tool applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. 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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