NLIGHT Semi Deviation
| LASR Stock | | | USD 66.95 -2.46 -3.54% |
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 NLIGHT's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 5.61, NLIGHT's Semi Deviation indicates elevated price variability. This places NLIGHT toward the higher end of the volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 5.61 | |
Semi Deviation Peers Comparison
NLIGHT's Semi Deviation of 5.61 falls above the 3.74 peer average. Values range from 1.64 (Rogers) to 6.64 (Applied Opt), with wide dispersion across the group. NLIGHT has exhibited greater 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 NLIGHT 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.
NLIGHT's Semi Deviation reads
5.61 while Maximum Drawdown reads
36.51 , a
6.51 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for NLIGHT.
Methodology, Assumptions & Data Sources
NLIGHT's Semi Deviation currently stands at 5.61. NLIGHT'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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