Meta Platforms Semi Deviation
| META Stock | | | USD 675.03 15.88 2.41% |
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 Meta Platforms's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Meta Platforms registers a Semi Deviation of 2.34, reflecting moderate price variability. This places Meta Platforms within the typical volatility range for Interactive Media & Services.
Semi Deviation | = | SQRT(SV) |
| = | 2.34 | |
Semi Deviation Peers Comparison
Relative to peers, Meta Platforms's Semi Deviation is below the group average of 2.35. Peer readings range from 1.43 (Garmin) to 3.75 (Micron Technology), reflecting moderate dispersion across the sector. Meta Platforms 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 Meta Platforms 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.
Meta Platforms's Maximum Drawdown of
18.36 runs about
7.85 times its Semi Deviation of
2.34 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Meta Platforms.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Meta Platforms is 2.34. The Semi Deviation for Meta Platforms is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Meta Platforms operates in the communication services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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