John B Downside Deviation
| JBSS Stock | | | USD 79.64 -0.69 -0.86% |
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 John B's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
John B has a Downside Deviation of 1.36, indicating moderate price variability. This places John B within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 1.36 | |
Downside Deviation Peers Comparison
John B's Downside Deviation of 1.36 falls below the 4.42 peer average. Values range from 0.3179 (SunOpta) to 10.74 (KinderCare Learning Companies), with wide dispersion across the group. John B has exhibited less 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 John B 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.
Comparing Downside Deviation (
1.36 ) to Maximum Drawdown (
9.35 ) for John B yields a
6.86 multiple. This indicates Maximum Drawdown substantially exceeds Downside Deviation for John B.
Methodology, Assumptions & Data Sources
John B has a current Downside Deviation reading of 1.36. John B's Downside 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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