Matson Semi Deviation
| MATX Stock | | | USD 180.14 -3.23 -1.76% |
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 Matson's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 1.88 for Matson indicates moderate price variability. This places Matson within the typical volatility range for Marine Transportation.
Semi Deviation | = | SQRT(SV) |
| = | 1.88 | |
Semi Deviation Peers Comparison
Matson falls below the 2.43 peer average for Semi Deviation. Plug Power leads at 3.57 while AZZ Incorporated registers the lowest at 1.81. Matson 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 Matson 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.
Matson's Maximum Drawdown of
11.50 runs about
6.11 times its Semi Deviation of
1.88 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Matson.
Methodology, Assumptions & Data Sources
Matson's Semi Deviation currently stands at 1.88. The Semi Deviation for Matson 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. Matson operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators