NVent Electric Semi Deviation
| NVT Stock | | | USD 169.80 -3.59 -2.07% |
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 NVent Electric's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 2.74 places NVent Electric at moderate price variability. This places NVent Electric within the typical volatility range for Electrical Components & Equipment.
Semi Deviation | = | SQRT(SV) |
| = | 2.74 | |
Semi Deviation Peers Comparison
Among sector peers, NVent Electric's Semi Deviation of 2.74 is above the 2.44 group average. The range runs from 1.39 (Snap On) to 3.6 (FTAI Aviation). NVent Electric 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 NVent Electric 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 (
2.74 ) to Maximum Drawdown (
14.55 ) for NVent Electric yields a
5.32 multiple. This indicates Maximum Drawdown substantially exceeds Semi Deviation for NVent Electric.
Methodology, Assumptions & Data Sources
NVent Electric has a current Semi Deviation reading of 2.74. The Semi Deviation for NVent Electric applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. NVent Electric 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.
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