Nordic American Semi Deviation
| NAT Stock | | | USD 5.86 0.09 1.56% |
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 Nordic American's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Nordic American has a Semi Deviation of 2.44, indicating moderate price variability. This places Nordic American within the typical volatility range for Oil & Gas Storage & Transportation.
Semi Deviation | = | SQRT(SV) |
| = | 2.44 | |
Semi Deviation Peers Comparison
The peer group averages 2.15 for Semi Deviation, with Nordic American at 2.44 falling above that level. Readings span 0.9934 (SFL Corporation) to 2.86 (Bowman Consulting Group). Nordic American 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 Nordic American 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.
Comparing Semi Deviation (
2.44 ) to Maximum Drawdown (
12.66 ) for Nordic American yields a
5.18 multiple. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Nordic American.
Methodology, Assumptions & Data Sources
Nordic American's Semi Deviation currently stands at 2.44. The Semi Deviation for Nordic American applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Nordic American operates in the energy 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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