Lennox International Semi Deviation
| LII Stock | | | USD 525.26 -1.35 -0.26% |
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 Lennox International's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Lennox International's Semi Deviation of 2.57 reflects moderate price variability. This places Lennox International within the typical volatility range for Building Products.
Semi Deviation | = | SQRT(SV) |
| = | 2.57 | |
Semi Deviation Peers Comparison
The peer group averages 2.53 for Semi Deviation, with Lennox International at 2.57 falling above that level. Readings span 1.94 (Carlisle Companies Incorporated) to 3.85 (FTAI Aviation). Lennox International 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 Lennox International 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.
At
2.57 for Semi Deviation and
14.13 for Maximum Drawdown, Lennox International's cross-indicator ratio sits almost
5.49 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Lennox International.
Methodology, Assumptions & Data Sources
Lennox International has a current Semi Deviation reading of 2.57. Lennox International'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. Lennox International operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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