Navan Semi Variance
| NAVN Stock | | | 18.26 -0.42 -2.25% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is Navan's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
Navan registers a Semi Variance of 15.83, reflecting elevated price variability. This places Navan toward the higher end of the volatility range for Application Software.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 15.83 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
The peer group averages 12.54 for Semi Variance, with Navan at 15.83 falling above that level. Readings span 0.4921 (OneStream) to 18.56 (Zeta Global Holdings). Navan has exhibited greater price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Navan and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
Navan shows nearly
3.17 of Maximum Drawdown per unit of Semi Variance (
15.83 versus
50.14 ). This indicates Maximum Drawdown is significantly higher than Semi Variance for Navan.
Methodology, Assumptions & Data Sources
Navan has a current Semi Variance reading of 15.83. Semi Variance for Navan is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Navan operates in the information technology 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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