Lamar Advertising Semi Deviation
| LAMR Stock | | | USD 157.95 0.00 0.00% |
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 Lamar Advertising's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Lamar Advertising carries a Semi Deviation of 0.8823, consistent with low price variability. This places Lamar Advertising at the lower end of the volatility range for Other Specialized REITs.
Semi Deviation | = | SQRT(SV) |
| = | 0.8823 | |
Semi Deviation Peers Comparison
Relative to peers, Lamar Advertising's Semi Deviation is below the group average of 1.08. Peer readings range from 0.7576 (Kimco Realty) to 1.49 (Host Hotels Resorts), reflecting moderate dispersion across the sector. Lamar Advertising 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 Lamar Advertising 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.
Lamar Advertising's Semi Deviation reads
0.88 while Maximum Drawdown reads
4.99 , a
5.66 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Lamar Advertising.
Methodology, Assumptions & Data Sources
Lamar Advertising's Semi Deviation currently stands at 0.8823. The Semi Deviation for Lamar Advertising applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Lamar Advertising operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators